-99.2%
MSTZ vs CGNX
+61.7%
-160.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | -25.4% | +3.6% | -28.9% | -22.8% |
| 30D | -60.9% | -6.8% | -54.0% | -62.8% |
| 3M | -54.2% | -0.1% | -54.1% | -52.6% |
| 6M | -65.0% | +26.2% | -91.2% | -53.6% |
| YTD | -76.5% | +73.7% | -150.2% | -52.7% |
| 1Y | -23.4% | +40.4% | -63.8% | +31.8% |
| All | -99.2% | +61.7% | -160.9% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling