+10.8%
CP vs MSTZ
-99.3%
+110.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.9% | 0.0% |
| 7D | +2.8% | +21.1% | -18.3% | +3.4% |
| 30D | +11.0% | +40.1% | -29.0% | +12.3% |
| 3M | +3.8% | -66.1% | +69.9% | +1.9% |
| 6M | +9.5% | -20.7% | +30.2% | +11.7% |
| YTD | +28.2% | -78.6% | +106.8% | +27.5% |
| 1Y | +33.0% | -55.5% | +88.4% | +37.2% |
| All | +10.8% | -99.3% | +110.0% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling