+51.7%
CNP vs MSTZ
-99.3%
+151.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | +0.4% |
| 7D | -4.3% | +4.3% | -8.6% | -4.3% |
| 30D | +5.7% | +30.2% | -24.4% | +5.8% |
| 3M | +0.9% | -66.9% | +67.8% | +0.8% |
| 6M | -1.1% | -26.3% | +25.3% | -0.5% |
| YTD | +8.3% | -80.1% | +88.4% | +8.5% |
| 1Y | +5.9% | -57.5% | +63.4% | +6.6% |
| All | +51.7% | -99.3% | +151.0% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling