-88.0%
MSTU vs CNI
+7.0%
-95.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.4% |
| 7D | -16.6% | -0.4% | -16.2% | -16.1% |
| 30D | +69.7% | -2.7% | +72.4% | +77.0% |
| 3M | -7.5% | +3.9% | -11.4% | -14.1% |
| 6M | -43.1% | +16.4% | -59.5% | -56.7% |
| YTD | -63.0% | +25.8% | -88.8% | -76.6% |
| 1Y | -93.8% | +32.4% | -126.2% | -96.5% |
| All | -88.0% | +7.0% | -95.0% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling