-19.9%
MSTZ vs CNI
+30.1%
-50.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.3% |
| 7D | -23.6% | +0.9% | -24.4% | -23.3% |
| 30D | -60.7% | -2.1% | -58.6% | -60.7% |
| 3M | -58.3% | +1.8% | -60.1% | -58.0% |
| 6M | -60.0% | +14.8% | -74.8% | -57.1% |
| YTD | -75.2% | +25.4% | -100.6% | -72.6% |
| 1Y | -19.9% | +32.9% | -52.8% | -8.9% |
| All | -19.9% | +30.1% | -50.0% | -8.9% |
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