-58.9%
MSTZ vs CNI
+37.2%
-96.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +31.0% | -1.1% | +32.1% | +30.9% |
| 30D | +34.0% | +7.6% | +26.3% | +33.2% |
| 3M | -67.7% | +1.6% | -69.2% | -67.7% |
| 6M | -14.9% | +16.6% | -31.5% | -14.2% |
| YTD | -79.1% | +31.3% | -110.3% | -79.1% |
| 1Y | -58.9% | +35.2% | -94.2% | -58.5% |
| All | -58.9% | +37.2% | -96.1% | -58.5% |
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