+5.5%
CDNS vs MSTZ
-99.2%
+104.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | +0.6% |
| 7D | -7.2% | -23.6% | +16.4% | -8.5% |
| 30D | -14.3% | -60.7% | +46.5% | -18.7% |
| 3M | -27.2% | -58.3% | +31.1% | -29.4% |
| 6M | -4.5% | -60.0% | +55.5% | -5.8% |
| YTD | -9.0% | -75.2% | +66.3% | -10.2% |
| 1Y | -21.3% | -19.9% | -1.4% | -13.4% |
| All | +5.5% | -99.2% | +104.7% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling