+30.1%
CCL vs MSTZ
-99.3%
+129.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.3% |
| 7D | -5.0% | -29.7% | +24.7% | -7.0% |
| 30D | -20.3% | -65.3% | +44.9% | -25.7% |
| 3M | -15.1% | -57.3% | +42.2% | -17.7% |
| 6M | -15.1% | -61.6% | +46.5% | -16.6% |
| YTD | -21.8% | -78.3% | +56.5% | -24.2% |
| 1Y | -24.8% | -30.2% | +5.5% | -16.3% |
| All | +30.1% | -99.3% | +129.4% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling