-38.8%
CPNG vs MSTU
-86.5%
+47.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.6% | +5.5% | -2.6% |
| 7D | -6.3% | +16.1% | -22.4% | -7.4% |
| 30D | -8.7% | +68.7% | -77.4% | -12.7% |
| 3M | -2.4% | -11.0% | +8.6% | -4.1% |
| 6M | -22.3% | -33.4% | +11.0% | -23.1% |
| YTD | -37.2% | -59.5% | +22.3% | -37.5% |
| 1Y | -53.0% | -93.4% | +40.4% | -50.0% |
| All | -38.8% | -86.5% | +47.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling