+51.1%
CNP vs MSTU
-89.5%
+140.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | -4.2% | -4.3% | +0.1% | -4.2% |
| 30D | +5.5% | -34.6% | +40.1% | +5.6% |
| 3M | +0.6% | +39.0% | -38.5% | +0.4% |
| 6M | -2.8% | -70.5% | +67.7% | -2.3% |
| YTD | +7.9% | -68.6% | +76.5% | +8.2% |
| 1Y | +6.7% | -88.6% | +95.3% | +7.6% |
| All | +51.1% | -89.5% | +140.7% | +56.5% |
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