-39.0%
CPNG vs MSTZ
-99.2%
+60.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | 0.0% |
| 7D | -7.6% | -23.6% | +16.0% | -8.6% |
| 30D | -8.8% | -60.7% | +51.9% | -12.9% |
| 3M | -7.2% | -58.3% | +51.0% | -9.9% |
| 6M | -21.5% | -60.0% | +38.5% | -22.6% |
| YTD | -37.4% | -75.2% | +37.8% | -38.5% |
| 1Y | -54.3% | -19.9% | -34.5% | -52.4% |
| All | -39.0% | -99.2% | +60.2% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling