-30.2%
MSTZ vs CGNX
+42.4%
-72.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +4.1% |
| 7D | -29.7% | +3.0% | -32.7% | -28.0% |
| 30D | -65.3% | -11.8% | -53.4% | -67.7% |
| 3M | -57.3% | -3.6% | -53.7% | -56.5% |
| 6M | -61.6% | +17.4% | -79.0% | -53.6% |
| YTD | -78.3% | +73.7% | -152.0% | -57.7% |
| 1Y | -30.2% | +41.5% | -71.8% | +20.6% |
| All | -30.2% | +42.4% | -72.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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