-87.5%
MSTU vs CNI
+6.7%
-94.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.5% |
| 7D | +12.9% | +0.9% | +12.0% | +12.2% |
| 30D | +68.3% | -2.1% | +70.5% | +74.2% |
| 3M | +0.4% | +1.8% | -1.4% | -4.2% |
| 6M | -41.5% | +14.8% | -56.3% | -54.5% |
| YTD | -61.7% | +25.4% | -87.1% | -75.6% |
| 1Y | -93.7% | +32.9% | -126.6% | -96.5% |
| All | -87.5% | +6.7% | -94.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling