-16.5%
MSTZ vs CAI
-14.7%
-1.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.8% | +3.3% |
| 7D | +30.8% | -8.7% | +39.4% | +26.1% |
| 30D | +41.2% | -23.8% | +65.0% | +30.0% |
| 3M | -60.9% | +3.9% | -64.8% | -58.0% |
| 6M | -15.7% | +56.8% | -72.5% | +4.4% |
| YTD | -75.2% | -14.6% | -60.6% | -71.7% |
| 1Y | -59.8% | -5.2% | -54.6% | -52.9% |
| All | -16.5% | -14.7% | -1.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling