+57.9%
CNQ vs MSTU
-89.8%
+147.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.3% | +16.8% | -1.8% |
| 7D | -11.2% | -18.2% | +7.0% | -11.4% |
| 30D | +1.7% | -42.7% | +44.4% | +1.1% |
| 3M | +10.3% | +37.0% | -26.7% | +11.0% |
| 6M | +4.3% | -70.1% | +74.3% | +3.8% |
| YTD | +48.7% | -68.2% | +116.9% | +47.9% |
| 1Y | +57.9% | -90.1% | +148.0% | +57.6% |
| All | +57.9% | -89.8% | +147.7% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling