-26.8%
MSTZ vs CAI
-7.1%
-19.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.2% |
| 7D | -29.7% | -2.2% | -27.5% | -29.9% |
| 30D | -65.3% | +52.4% | -117.7% | -59.1% |
| 3M | -57.3% | +45.1% | -102.4% | -50.3% |
| 6M | -61.6% | +26.2% | -87.9% | -55.3% |
| YTD | -78.3% | -7.1% | -71.2% | -75.1% |
| 1Y | -30.2% | -31.0% | +0.8% | -20.3% |
| All | -26.8% | -7.1% | -19.7% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling