-37.2%
CPNG vs MSTU
-92.2%
+55.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.4% | -0.3% |
| 7D | -6.8% | -25.8% | +19.1% | -5.1% |
| 30D | +5.5% | -43.9% | +49.3% | +8.8% |
| 3M | -6.8% | +2.9% | -9.6% | -9.0% |
| 6M | -4.8% | -75.5% | +70.7% | -0.2% |
| YTD | -35.6% | -76.7% | +41.1% | -34.4% |
| 1Y | -46.8% | -88.9% | +42.2% | -44.2% |
| All | -37.2% | -92.2% | +55.0% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling