-39.3%
CPNG vs MSTZ
-99.1%
+59.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -0.2% |
| 7D | -5.4% | +24.8% | -30.2% | -4.1% |
| 30D | -11.1% | -59.2% | +48.1% | -14.9% |
| 3M | -3.0% | -56.9% | +53.9% | -5.6% |
| 6M | -23.5% | -57.6% | +34.1% | -24.3% |
| YTD | -37.8% | -73.6% | +35.8% | -38.6% |
| 1Y | -54.3% | -15.6% | -38.8% | -52.3% |
| All | -39.3% | -99.1% | +59.8% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling