-6.5%
CF vs MSTZ
-29.7%
+23.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +17.7% | -11.5% | +5.0% |
| 7D | +0.4% | +13.4% | -13.0% | -0.5% |
| 30D | +2.2% | +37.5% | -35.3% | +0.1% |
| 3M | +2.1% | -69.9% | +72.1% | +5.5% |
| 6M | -6.5% | -32.0% | +25.4% | -12.2% |
| All | -6.5% | -29.7% | +23.2% | -12.2% |
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