-56.2%
MSTZ vs CNI
+35.4%
-91.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.6% | +12.8% |
| 7D | +25.6% | +1.0% | +24.6% | +25.6% |
| 30D | +50.6% | +7.5% | +43.1% | +50.0% |
| 3M | -64.5% | +1.7% | -66.2% | -64.5% |
| 6M | -14.0% | +15.4% | -29.4% | -13.1% |
| YTD | -76.4% | +31.5% | -107.9% | -76.1% |
| 1Y | -56.2% | +32.8% | -89.1% | -55.5% |
| All | -56.2% | +35.4% | -91.6% | -55.5% |
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