+0.6%
CRH vs MSTU
-87.7%
+88.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.8% |
| 7D | -6.1% | -16.6% | +10.5% | -5.1% |
| 30D | -9.3% | +69.7% | -79.0% | -12.9% |
| 3M | -15.2% | -7.5% | -7.7% | -16.4% |
| 6M | -14.2% | -43.1% | +28.9% | -14.1% |
| YTD | -28.3% | -63.0% | +34.8% | -28.0% |
| 1Y | -21.8% | -93.8% | +72.0% | -12.6% |
| All | +0.6% | -87.7% | +88.2% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling