-89.3%
MSTU vs CVE
+60.9%
-150.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.7% |
| 7D | -27.7% | +0.1% | -27.8% | -27.7% |
| 30D | -40.3% | -10.8% | -29.4% | -40.0% |
| 3M | +26.4% | -4.3% | +30.7% | +22.8% |
| 6M | -75.7% | -1.5% | -74.3% | -76.9% |
| YTD | -71.9% | +70.7% | -142.6% | -87.3% |
| 1Y | -89.3% | +58.1% | -147.4% | -94.5% |
| All | -89.3% | +60.9% | -150.2% | -94.5% |
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