-89.3%
MSTU vs CVE
+59.0%
-148.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.6% | -5.1% |
| 7D | -9.3% | -10.1% | +0.8% | -8.9% |
| 30D | -38.3% | -12.1% | -26.2% | -38.1% |
| 3M | +24.0% | -1.9% | +25.9% | +18.5% |
| 6M | -72.1% | -1.8% | -70.2% | -73.7% |
| YTD | -70.2% | +65.8% | -136.0% | -86.2% |
| All | -89.3% | +59.0% | -148.3% | -94.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling