-87.2%
MSTU vs CNI
+37.5%
-124.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.1% | +8.2% | +10.4% |
| 7D | -4.8% | +3.7% | -8.6% | -4.8% |
| 30D | -29.6% | +8.1% | -37.6% | -29.4% |
| 3M | +69.4% | +1.9% | +67.5% | +68.9% |
| 6M | -62.2% | +19.2% | -81.4% | -62.8% |
| YTD | -61.1% | +32.7% | -93.8% | -61.3% |
| 1Y | -87.2% | +37.0% | -124.2% | -87.6% |
| All | -87.2% | +37.5% | -124.7% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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