+63.9%
CNQ vs MSTU
-88.1%
+152.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -0.9% |
| 7D | -0.7% | -22.0% | +21.4% | 0.0% |
| 30D | +6.7% | +60.3% | -53.6% | +4.7% |
| 3M | +12.8% | -3.7% | +16.5% | +11.9% |
| 6M | +13.3% | -45.2% | +58.5% | +13.2% |
| YTD | +53.1% | -64.3% | +117.4% | +53.3% |
| 1Y | +66.1% | -94.0% | +160.1% | +80.0% |
| All | +63.9% | -88.1% | +152.0% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling