-39.0%
CPNG vs MSTU
-87.2%
+48.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | 0.0% |
| 7D | -7.6% | +12.9% | -20.5% | -8.6% |
| 30D | -8.8% | +68.3% | -77.2% | -12.8% |
| 3M | -7.2% | +0.4% | -7.6% | -9.4% |
| 6M | -21.5% | -41.5% | +20.0% | -21.7% |
| YTD | -37.4% | -61.7% | +24.3% | -37.5% |
| 1Y | -54.3% | -93.7% | +39.3% | -51.3% |
| All | -39.0% | -87.2% | +48.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling