-95.9%
MSTU vs CYCU
-99.9%
+4.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +21.3% | -8.1% | +29.4% | +21.7% |
| 30D | +90.8% | -43.0% | +133.8% | +93.5% |
| 3M | -6.8% | -50.8% | +44.1% | -7.7% |
| 6M | -39.8% | -74.1% | +34.3% | -38.8% |
| YTD | -55.7% | -84.0% | +28.3% | -53.5% |
| 1Y | -92.7% | -92.2% | -0.4% | -93.2% |
| All | -95.9% | -99.9% | +4.0% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 all: compounded portfolio wealth divided by compounded CYCU 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…
all analysis · Full analysis span regression · 6 months rolling