+98.8%
CVE vs MSTZ
-29.5%
+128.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.3% |
| 7D | +2.5% | -29.7% | +32.2% | +2.1% |
| 30D | +16.7% | -65.3% | +82.0% | +14.9% |
| 3M | +9.3% | -57.3% | +66.6% | +9.1% |
| 6M | +43.6% | -61.6% | +105.2% | +43.2% |
| YTD | +93.6% | -78.3% | +171.9% | +92.1% |
| 1Y | +98.8% | -30.2% | +129.0% | +108.2% |
| All | +98.8% | -29.5% | +128.2% | +108.2% |
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 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