-30.2%
MSTZ vs CNI
+29.8%
-60.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -29.7% | -2.1% | -27.6% | -29.6% |
| 30D | -65.3% | -3.3% | -62.0% | -65.2% |
| 3M | -57.3% | +3.8% | -61.1% | -56.9% |
| 6M | -61.6% | +12.7% | -74.3% | -58.8% |
| YTD | -78.3% | +26.3% | -104.6% | -76.1% |
| 1Y | -30.2% | +29.9% | -60.1% | -21.0% |
| All | -30.2% | +29.8% | -60.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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