+73.6%
CVE vs MSTZ
-99.3%
+172.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.7% |
| 7D | -10.1% | +4.3% | -14.4% | -9.9% |
| 30D | -12.1% | +30.2% | -42.3% | -11.0% |
| 3M | -1.9% | -66.9% | +65.0% | -4.8% |
| 6M | -1.8% | -26.3% | +24.5% | +0.4% |
| YTD | +65.8% | -80.1% | +145.9% | +63.4% |
| 1Y | +60.8% | -57.5% | +118.3% | +66.7% |
| All | +73.6% | -99.3% | +172.9% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling