-88.4%
MSTU vs CNI
+6.1%
-94.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.1% |
| 7D | -22.0% | -1.1% | -20.9% | -20.8% |
| 30D | +60.3% | -3.5% | +63.8% | +69.0% |
| 3M | -3.7% | +2.2% | -5.9% | -8.7% |
| 6M | -45.2% | +15.1% | -60.3% | -57.6% |
| YTD | -64.3% | +24.7% | -89.0% | -77.1% |
| 1Y | -94.0% | +33.4% | -127.4% | -96.8% |
| All | -88.4% | +6.1% | -94.5% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling