-99.6%
CYCU vs MSTZ
-77.5%
-22.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -0.8% |
| 7D | -8.1% | -29.7% | +21.7% | -12.3% |
| 30D | -43.0% | -65.3% | +22.3% | -52.1% |
| 3M | -50.8% | -57.3% | +6.5% | -55.9% |
| 6M | -74.1% | -61.6% | -12.5% | -76.7% |
| YTD | -84.0% | -78.3% | -5.7% | -85.9% |
| 1Y | -92.2% | -30.2% | -62.0% | -91.8% |
| All | -99.6% | -77.5% | -22.1% | -99.5% |
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 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