-0.4%
CRH vs MSTU
-88.1%
+87.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.5% |
| 7D | -4.8% | -22.0% | +17.3% | -3.4% |
| 30D | -13.1% | +60.3% | -73.4% | -16.3% |
| 3M | -12.0% | -3.7% | -8.3% | -13.4% |
| 6M | -16.9% | -45.2% | +28.3% | -16.6% |
| YTD | -29.0% | -64.3% | +35.3% | -28.6% |
| 1Y | -20.3% | -94.0% | +73.7% | -10.8% |
| All | -0.4% | -88.1% | +87.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling