+73.2%
CVE vs MSTZ
-63.1%
+136.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.6% | +1.9% | -7.7% |
| 7D | -12.1% | +0.7% | -12.8% | -12.0% |
| 30D | -9.8% | +16.6% | -26.4% | -9.6% |
| 3M | -0.7% | -74.7% | +74.0% | -2.1% |
| 6M | -4.3% | -43.9% | +39.6% | -2.9% |
| YTD | +70.6% | -84.0% | +154.6% | +70.2% |
| 1Y | +73.2% | -65.1% | +138.2% | +83.7% |
| All | +73.2% | -63.1% | +136.2% | +83.7% |
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