-15.4%
CNC vs MSTU
-86.5%
+71.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.6% | +5.0% | -3.8% |
| 7D | -1.0% | +16.1% | -17.1% | -0.6% |
| 30D | -1.8% | +68.7% | -70.5% | -0.3% |
| 3M | -0.7% | -11.0% | +10.3% | -0.3% |
| 6M | +47.9% | -33.4% | +81.3% | +47.9% |
| YTD | +56.9% | -59.5% | +116.4% | +56.5% |
| 1Y | +123.9% | -93.4% | +217.3% | +114.2% |
| All | -15.4% | -86.5% | +71.1% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling