+205.2%
CDE vs MSTZ
-99.1%
+304.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +4.9% | +0.7% |
| 7D | -3.1% | +17.0% | -20.2% | -1.1% |
| 30D | +9.5% | -61.8% | +71.3% | +0.4% |
| 3M | +25.5% | -54.6% | +80.1% | +21.1% |
| 6M | -7.9% | -59.3% | +51.4% | -8.6% |
| YTD | +15.6% | -74.6% | +90.1% | +14.3% |
| 1Y | +34.0% | -18.8% | +52.9% | +49.5% |
| All | +205.2% | -99.1% | +304.4% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling