+47.5%
CNP vs MSTZ
-99.3%
+146.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.8% |
| 7D | +1.1% | -29.7% | +30.8% | +1.0% |
| 30D | -1.8% | -65.3% | +63.5% | -2.0% |
| 3M | -4.6% | -57.3% | +52.7% | -4.6% |
| 6M | -8.8% | -61.6% | +52.8% | -8.6% |
| YTD | +5.2% | -78.3% | +83.5% | +5.5% |
| 1Y | +8.3% | -30.2% | +38.6% | +9.4% |
| All | +47.5% | -99.3% | +146.7% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling