+53.1%
CNP vs MSTU
-92.2%
+145.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.6% |
| 7D | +1.3% | -25.8% | +27.1% | +1.3% |
| 30D | +3.8% | -43.9% | +47.7% | +3.8% |
| 3M | +2.4% | +2.9% | -0.5% | +2.2% |
| 6M | -1.2% | -75.5% | +74.3% | -0.6% |
| YTD | +9.3% | -76.7% | +86.0% | +9.7% |
| 1Y | +6.4% | -88.9% | +95.4% | +7.2% |
| All | +53.1% | -92.2% | +145.3% | +58.6% |
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 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