+5.6%
CDE vs MSTZ
-63.1%
+68.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -9.6% | +18.3% | +7.1% |
| 7D | +1.1% | +0.7% | +0.4% | +1.8% |
| 30D | -14.5% | +16.6% | -31.1% | -10.6% |
| 3M | -10.1% | -74.7% | +64.6% | -23.5% |
| 6M | -16.9% | -43.9% | +27.0% | -14.5% |
| YTD | -18.1% | -84.0% | +65.9% | -25.6% |
| 1Y | +5.6% | -65.1% | +70.7% | +5.4% |
| All | +5.6% | -63.1% | +68.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling