+28.4%
CCL vs MSTZ
-99.2%
+127.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.2% | -9.5% | -0.7% |
| 7D | -0.1% | -25.4% | +25.2% | -1.8% |
| 30D | -20.0% | -60.9% | +40.9% | -24.6% |
| 3M | -13.7% | -54.2% | +40.5% | -15.9% |
| 6M | -9.0% | -65.0% | +56.0% | -11.4% |
| YTD | -22.8% | -76.5% | +53.7% | -24.8% |
| 1Y | -25.3% | -23.4% | -1.9% | -16.3% |
| All | +28.4% | -99.2% | +127.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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