+41.9%
CMI vs MSTZ
-29.5%
+71.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.9% |
| 7D | -0.7% | -29.7% | +29.0% | -2.2% |
| 30D | -13.4% | -65.3% | +51.8% | -18.0% |
| 3M | -17.0% | -57.3% | +40.3% | -18.1% |
| 6M | -1.6% | -61.6% | +60.0% | -2.1% |
| YTD | +11.0% | -78.3% | +89.3% | +7.8% |
| 1Y | +41.9% | -30.2% | +72.2% | +51.7% |
| All | +41.9% | -29.5% | +71.4% | +51.7% |
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