-46.8%
CPNG vs MSTU
-90.4%
+43.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.4% | -0.2% |
| 7D | -6.8% | -25.8% | +19.1% | -4.3% |
| 30D | +5.5% | -43.9% | +49.3% | +10.2% |
| 3M | -6.8% | +2.9% | -9.6% | -10.7% |
| 6M | -4.8% | -75.5% | +70.7% | +3.7% |
| YTD | -35.6% | -76.7% | +41.1% | -35.7% |
| 1Y | -46.8% | -88.9% | +42.2% | -43.4% |
| All | -46.8% | -90.4% | +43.7% | -43.4% |
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