-55.5%
MSTZ vs CNI
+35.4%
-90.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.3% | +8.0% | +7.6% |
| 7D | +21.1% | +0.4% | +20.7% | +20.9% |
| 30D | +40.1% | +7.6% | +32.4% | +39.0% |
| 3M | -66.1% | +1.9% | -67.9% | -66.2% |
| 6M | -20.7% | +14.8% | -35.5% | -20.5% |
| YTD | -78.6% | +30.5% | -109.1% | -78.8% |
| 1Y | -55.5% | +36.5% | -91.9% | -55.3% |
| All | -55.5% | +35.4% | -90.9% | -55.3% |
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