+49.1%
CNP vs MSTU
-86.5%
+135.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.6% | +9.8% | +1.2% |
| 7D | +1.6% | +16.1% | -14.5% | +1.6% |
| 30D | -0.8% | +68.7% | -69.4% | -0.9% |
| 3M | -3.6% | -11.0% | +7.4% | -3.4% |
| 6M | -6.9% | -33.4% | +26.4% | -6.8% |
| YTD | +6.4% | -59.5% | +65.9% | +6.8% |
| 1Y | +9.9% | -93.4% | +103.3% | +11.3% |
| All | +49.1% | -86.5% | +135.6% | +54.4% |
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