+64.1%
CNQ vs MSTU
-92.8%
+156.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -1.4% |
| 7D | +3.0% | +21.3% | -18.3% | +3.2% |
| 30D | +12.8% | +90.8% | -78.1% | +13.3% |
| 3M | +7.0% | -6.8% | +13.8% | +7.5% |
| 6M | +16.5% | -39.8% | +56.3% | +16.7% |
| YTD | +52.0% | -55.7% | +107.7% | +51.4% |
| 1Y | +64.1% | -92.7% | +156.8% | +67.8% |
| All | +64.1% | -92.8% | +156.9% | +67.8% |
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