+22.5%
CRBG vs MSTZ
-52.7%
+75.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.8% | -13.2% | +0.4% |
| 7D | +5.1% | +25.6% | -20.5% | +6.7% |
| 30D | +4.6% | +50.6% | -46.0% | +8.2% |
| 3M | +7.2% | -64.5% | +71.8% | +2.8% |
| 6M | +40.0% | -14.0% | +54.1% | +48.7% |
| YTD | +22.4% | -76.4% | +98.8% | +20.4% |
| 1Y | +22.5% | -56.2% | +78.7% | +21.7% |
| All | +22.5% | -52.7% | +75.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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