-99.1%
MSTZ vs CGNX
+66.9%
-166.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.1% | -7.9% | -0.5% |
| 7D | +17.0% | +3.2% | +13.9% | +20.2% |
| 30D | -61.8% | +6.0% | -67.8% | -59.7% |
| 3M | -54.6% | +3.5% | -58.1% | -51.9% |
| 6M | -59.3% | +26.3% | -85.5% | -46.0% |
| YTD | -74.6% | +79.2% | -153.8% | -47.5% |
| 1Y | -18.8% | +43.8% | -62.6% | +42.3% |
| All | -99.1% | +66.9% | -166.0% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling