+60.4%
CF vs MSTZ
-99.2%
+159.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.1% |
| 7D | +4.8% | +30.8% | -26.0% | +4.6% |
| 30D | +4.7% | +41.2% | -36.5% | +4.4% |
| 3M | +7.4% | -60.9% | +68.3% | +6.9% |
| 6M | +0.6% | -15.7% | +16.3% | +1.1% |
| YTD | +64.1% | -75.2% | +139.3% | +63.4% |
| 1Y | +51.4% | -59.8% | +111.2% | +52.9% |
| All | +60.4% | -99.2% | +159.6% | +65.6% |
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 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