-87.5%
MSTU vs CPB
-52.9%
-34.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.1% |
| 7D | +12.9% | -8.0% | +20.9% | +9.2% |
| 30D | +68.3% | -2.4% | +70.8% | +66.7% |
| 3M | +0.4% | +0.5% | -0.2% | +1.5% |
| 6M | -41.5% | -10.5% | -31.1% | -45.1% |
| YTD | -61.7% | -17.5% | -44.2% | -65.2% |
| 1Y | -93.7% | -31.0% | -62.6% | -94.9% |
| All | -87.5% | -52.9% | -34.7% | -95.6% |
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