-53.4%
CPNG vs MSTU
-93.8%
+40.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.8% |
| 7D | -1.1% | -16.6% | +15.5% | +0.3% |
| 30D | -7.4% | +69.7% | -77.1% | -13.4% |
| 3M | -12.3% | -7.5% | -4.9% | -14.7% |
| 6M | -19.4% | -43.1% | +23.7% | -19.6% |
| YTD | -35.9% | -63.0% | +27.1% | -36.9% |
| 1Y | -53.4% | -93.8% | +40.4% | -49.7% |
| All | -53.4% | -93.8% | +40.4% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling