+63.0%
CNQ vs MSTZ
-99.1%
+162.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.7% |
| 7D | +0.1% | +17.0% | -16.9% | +0.6% |
| 30D | +6.2% | -61.8% | +68.0% | +4.0% |
| 3M | +12.4% | -54.6% | +67.0% | +11.4% |
| 6M | +9.0% | -59.3% | +68.3% | +8.1% |
| YTD | +52.2% | -74.6% | +126.8% | +50.8% |
| 1Y | +65.0% | -18.8% | +83.8% | +75.3% |
| All | +63.0% | -99.1% | +162.2% | +61.3% |
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