-46.8%
CPNG vs MSTZ
-29.5%
-17.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.2% |
| 7D | -7.4% | -29.7% | +22.3% | -9.5% |
| 30D | -4.4% | -65.3% | +60.8% | -11.6% |
| 3M | -7.5% | -57.3% | +49.8% | -10.7% |
| 6M | -19.9% | -61.6% | +41.7% | -22.0% |
| YTD | -35.2% | -78.3% | +43.1% | -38.6% |
| 1Y | -46.8% | -30.2% | -16.5% | -45.8% |
| All | -46.8% | -29.5% | -17.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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