+102.7%
CVE vs MSTZ
-99.3%
+202.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.2% |
| 7D | +2.5% | -29.7% | +32.2% | +1.4% |
| 30D | +16.7% | -65.3% | +82.0% | +12.6% |
| 3M | +9.3% | -57.3% | +66.6% | +7.7% |
| 6M | +43.6% | -61.6% | +105.2% | +41.8% |
| YTD | +93.6% | -78.3% | +171.9% | +90.1% |
| 1Y | +98.8% | -30.2% | +129.0% | +111.9% |
| All | +102.7% | -99.3% | +202.0% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling