-92.4%
MSTU vs CVE
+82.8%
-175.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.5% |
| 7D | -25.8% | +5.9% | -31.7% | -28.9% |
| 30D | -43.9% | -10.9% | -33.0% | -40.4% |
| 3M | +2.9% | -4.5% | +7.4% | +1.0% |
| 6M | -75.5% | -1.0% | -74.5% | -77.5% |
| YTD | -76.7% | +74.7% | -151.5% | -89.7% |
| 1Y | -88.9% | +65.8% | -154.8% | -94.8% |
| All | -92.4% | +82.8% | -175.2% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling