+50.8%
CDE vs MSTZ
-29.5%
+80.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.5% |
| 7D | +0.5% | -29.7% | +30.2% | -3.7% |
| 30D | +21.9% | -65.3% | +87.1% | +6.3% |
| 3M | +14.9% | -57.3% | +72.3% | +8.6% |
| 6M | -10.5% | -61.6% | +51.1% | -12.8% |
| YTD | +19.3% | -78.3% | +97.5% | +11.1% |
| 1Y | +50.8% | -30.2% | +81.1% | +53.1% |
| All | +50.8% | -29.5% | +80.3% | +53.1% |
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