-39.3%
CPNG vs MSTU
-88.1%
+48.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -0.2% |
| 7D | -5.4% | -22.0% | +16.6% | -4.0% |
| 30D | -11.1% | +60.3% | -71.4% | -14.7% |
| 3M | -3.0% | -3.7% | +0.7% | -5.0% |
| 6M | -23.5% | -45.2% | +21.7% | -23.4% |
| YTD | -37.8% | -64.3% | +26.5% | -37.7% |
| 1Y | -54.3% | -94.0% | +39.7% | -51.1% |
| All | -39.3% | -88.1% | +48.8% | -38.5% |
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