+47.8%
CNP vs MSTZ
-99.2%
+147.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -0.9% |
| 7D | +0.7% | -23.6% | +24.2% | +0.6% |
| 30D | -0.1% | -60.7% | +60.7% | -0.2% |
| 3M | -5.6% | -58.3% | +52.6% | -5.6% |
| 6M | -7.5% | -60.0% | +52.5% | -7.3% |
| YTD | +5.5% | -75.2% | +80.7% | +5.7% |
| 1Y | +8.3% | -19.9% | +28.2% | +9.4% |
| All | +47.8% | -99.2% | +147.0% | +53.0% |
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