-13.0%
CNC vs MSTU
-87.7%
+74.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.6% |
| 7D | -0.9% | -16.6% | +15.7% | -1.3% |
| 30D | -1.0% | +69.7% | -70.7% | +0.5% |
| 3M | +4.5% | -7.5% | +12.0% | +5.1% |
| 6M | +85.2% | -43.1% | +128.3% | +84.6% |
| YTD | +61.4% | -63.0% | +124.4% | +60.6% |
| 1Y | +94.9% | -93.8% | +188.7% | +86.3% |
| All | -13.0% | -87.7% | +74.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling