-90.8%
MSTU vs CPB
-51.3%
-39.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.2% |
| 7D | -27.7% | -4.1% | -23.6% | -29.4% |
| 30D | -40.3% | +16.9% | -57.2% | -34.2% |
| 3M | +26.4% | -0.6% | +26.9% | +28.5% |
| 6M | -75.7% | +11.4% | -87.1% | -73.2% |
| YTD | -71.9% | -14.8% | -57.0% | -73.5% |
| 1Y | -89.3% | -24.8% | -64.5% | -90.8% |
| All | -90.8% | -51.3% | -39.5% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling