-90.3%
MSTU vs CVE
+73.4%
-163.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.6% | -5.4% |
| 7D | -9.3% | -10.1% | +0.8% | -2.8% |
| 30D | -38.3% | -12.1% | -26.2% | -33.9% |
| 3M | +24.0% | -1.9% | +25.9% | +17.7% |
| 6M | -72.1% | -1.8% | -70.2% | -74.6% |
| YTD | -70.2% | +65.8% | -136.0% | -86.3% |
| 1Y | -89.6% | +60.8% | -150.4% | -95.0% |
| All | -90.3% | +73.4% | -163.7% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling