+57.1%
CVE vs MSTZ
-54.6%
+111.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.5% |
| 7D | -10.1% | +4.3% | -14.4% | -10.0% |
| 30D | -12.1% | +30.2% | -42.3% | -11.9% |
| 3M | -1.9% | -66.9% | +65.0% | -3.1% |
| 6M | -1.8% | -26.3% | +24.5% | -0.2% |
| YTD | +65.8% | -80.1% | +145.9% | +65.5% |
| All | +57.1% | -54.6% | +111.6% | +65.3% |
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