+40.0%
CNH vs MSTZ
-99.3%
+139.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +4.2% |
| 7D | +23.3% | -29.7% | +53.0% | +21.8% |
| 30D | +33.5% | -65.3% | +98.7% | +28.4% |
| 3M | +32.7% | -57.3% | +90.0% | +30.5% |
| 6M | +22.2% | -61.6% | +83.8% | +20.6% |
| YTD | +57.7% | -78.3% | +136.0% | +54.9% |
| 1Y | +28.0% | -30.2% | +58.2% | +36.6% |
| All | +40.0% | -99.3% | +139.3% | +19.9% |
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 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