+63.0%
CNQ vs MSTU
-87.7%
+150.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.1% | -0.6% |
| 7D | +0.1% | -16.6% | +16.7% | +0.6% |
| 30D | +6.2% | +69.7% | -63.5% | +4.1% |
| 3M | +12.4% | -7.5% | +19.8% | +11.7% |
| 6M | +9.0% | -43.1% | +52.1% | +8.8% |
| YTD | +52.2% | -63.0% | +115.2% | +52.3% |
| 1Y | +65.0% | -93.8% | +158.8% | +78.7% |
| All | +63.0% | -87.7% | +150.7% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling