-90.1%
MSTU vs CVE
+59.5%
-149.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.3% |
| 7D | -21.7% | -10.0% | -11.7% | -21.4% |
| 30D | -42.8% | -11.9% | -30.9% | -42.6% |
| 3M | +21.4% | -5.9% | +27.4% | +17.9% |
| 6M | -74.1% | -1.6% | -72.5% | -75.7% |
| YTD | -72.4% | +66.3% | -138.7% | -87.2% |
| 1Y | -90.1% | +57.5% | -147.6% | -95.1% |
| All | -90.1% | +59.5% | -149.6% | -95.1% |
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