-13.0%
CNC vs MSTZ
-99.1%
+86.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.3% | +1.6% |
| 7D | -0.9% | +17.0% | -18.0% | -1.3% |
| 30D | -1.0% | -61.8% | +60.8% | +0.7% |
| 3M | +4.5% | -54.6% | +59.1% | +5.3% |
| 6M | +85.2% | -59.3% | +144.5% | +85.4% |
| YTD | +61.4% | -74.6% | +136.0% | +61.7% |
| 1Y | +94.9% | -18.8% | +113.7% | +87.9% |
| All | -13.0% | -99.1% | +86.2% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling