-16.1%
CNC vs MSTU
-87.2%
+71.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.9% |
| 7D | -4.9% | +12.9% | -17.8% | -4.5% |
| 30D | -3.8% | +68.3% | -72.1% | -2.3% |
| 3M | -3.2% | +0.4% | -3.6% | -2.6% |
| 6M | +47.9% | -41.5% | +89.4% | +47.4% |
| YTD | +55.7% | -61.7% | +117.4% | +55.0% |
| 1Y | +106.2% | -93.7% | +199.9% | +97.1% |
| All | -16.1% | -87.2% | +71.1% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling