+89.5%
CMI vs MSTZ
-99.1%
+188.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.4% | -0.5% |
| 7D | +0.8% | +24.8% | -24.0% | +2.1% |
| 30D | -12.8% | -59.2% | +46.4% | -16.2% |
| 3M | -12.4% | -56.9% | +44.4% | -14.4% |
| 6M | -0.9% | -57.6% | +56.7% | -1.6% |
| YTD | +8.9% | -73.6% | +82.4% | +7.9% |
| 1Y | +37.7% | -15.6% | +53.3% | +46.8% |
| All | +89.5% | -99.1% | +188.6% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling