+8.0%
CP vs MSTZ
-99.3%
+107.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.4% |
| 7D | -2.7% | -29.7% | +27.0% | -3.4% |
| 30D | +0.2% | -65.3% | +65.4% | -2.2% |
| 3M | +2.6% | -57.3% | +59.9% | +1.6% |
| 6M | +6.0% | -61.6% | +67.6% | +5.3% |
| YTD | +24.9% | -78.3% | +103.2% | +23.6% |
| 1Y | +20.1% | -30.2% | +50.4% | +26.5% |
| All | +8.0% | -99.3% | +107.2% | +4.3% |
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