-14.6%
CRH vs MSTU
-92.8%
+78.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.5% |
| 7D | -1.7% | +21.3% | -23.0% | -2.5% |
| 30D | -5.4% | +90.8% | -96.2% | -8.3% |
| 3M | -11.2% | -6.8% | -4.4% | -11.8% |
| 6M | -15.8% | -39.8% | +24.0% | -15.7% |
| YTD | -23.6% | -55.7% | +32.1% | -24.9% |
| 1Y | -14.6% | -92.7% | +78.1% | -7.4% |
| All | -14.6% | -92.8% | +78.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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