+11.1%
CP vs MSTZ
-99.3%
+110.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +2.2% |
| 7D | +2.8% | +4.3% | -1.5% | +3.0% |
| 30D | +11.3% | +30.2% | -18.8% | +12.4% |
| 3M | +2.9% | -66.9% | +69.7% | +0.9% |
| 6M | +9.8% | -26.3% | +36.1% | +11.7% |
| YTD | +28.5% | -80.1% | +108.6% | +27.6% |
| 1Y | +33.5% | -57.5% | +91.0% | +37.7% |
| All | +11.1% | -99.3% | +110.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling