+58.1%
CVE vs MSTZ
-57.2%
+115.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.7% |
| 7D | +0.1% | +31.0% | -31.0% | +0.2% |
| 30D | -10.8% | +34.0% | -44.8% | -10.6% |
| 3M | -4.3% | -67.7% | +63.3% | -5.7% |
| 6M | -1.5% | -14.9% | +13.5% | +0.6% |
| YTD | +70.7% | -79.1% | +149.8% | +70.5% |
| 1Y | +58.1% | -58.9% | +117.0% | +66.5% |
| All | +58.1% | -57.2% | +115.3% | +66.5% |
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