+28.5%
CF vs MSTZ
-63.6%
+92.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.9% | -3.5% |
| 7D | +6.0% | -29.7% | +35.7% | +8.3% |
| 30D | +14.8% | -65.3% | +80.1% | +24.1% |
| 3M | +14.1% | -57.3% | +71.4% | +15.5% |
| 6M | +28.5% | -61.6% | +90.2% | +33.0% |
| All | +28.5% | -63.6% | +92.2% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling