-99.2%
MSTZ vs CNI
+7.5%
-106.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.1% | +8.2% |
| 7D | -25.4% | +2.5% | -27.9% | -22.4% |
| 30D | -60.9% | -2.5% | -58.4% | -61.4% |
| 3M | -54.2% | +2.7% | -56.9% | -52.6% |
| 6M | -65.0% | +16.9% | -81.9% | -55.2% |
| YTD | -76.5% | +26.3% | -102.8% | -65.8% |
| 1Y | -23.4% | +31.1% | -54.5% | +19.8% |
| All | -99.2% | +7.5% | -106.7% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling