-18.4%
CDNS vs MSTZ
-18.6%
+0.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.3% | +1.2% |
| 7D | -1.1% | +17.0% | -18.2% | +0.3% |
| 30D | -10.4% | -61.8% | +51.3% | -15.6% |
| 3M | -24.6% | -54.6% | +30.0% | -26.2% |
| 6M | -1.6% | -59.3% | +57.6% | -2.5% |
| YTD | -7.4% | -74.6% | +67.2% | -8.8% |
| 1Y | -18.4% | -18.8% | +0.4% | -5.6% |
| All | -18.4% | -18.6% | +0.2% | -5.6% |
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