+0.6%
CRH vs MSTZ
-99.1%
+99.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +0.8% |
| 7D | -6.1% | +17.0% | -23.1% | -5.2% |
| 30D | -9.3% | -61.8% | +52.5% | -13.1% |
| 3M | -15.2% | -54.6% | +39.4% | -16.8% |
| 6M | -14.2% | -59.3% | +45.0% | -15.0% |
| YTD | -28.3% | -74.6% | +46.3% | -29.1% |
| 1Y | -21.8% | -18.8% | -3.0% | -15.0% |
| All | +0.6% | -99.1% | +99.7% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling