-65.1%
MSTZ vs CAI
+12.6%
-77.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.1% | -10.7% | -9.0% |
| 7D | +0.7% | -6.3% | +7.0% | -2.0% |
| 30D | +16.6% | +9.3% | +7.3% | +24.2% |
| 3M | -74.7% | +106.3% | -181.0% | -62.8% |
| 6M | -43.9% | +77.7% | -121.7% | -21.4% |
| YTD | -84.0% | +23.1% | -107.2% | -78.1% |
| 1Y | -65.1% | +6.5% | -71.6% | -55.3% |
| All | -65.1% | +12.6% | -77.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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