-0.6%
CRM vs MSTU
-87.7%
+87.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.6% | +1.7% |
| 7D | -4.4% | -16.6% | +12.2% | -3.2% |
| 30D | +28.1% | +69.7% | -41.6% | +23.0% |
| 3M | +48.8% | -7.5% | +56.3% | +46.8% |
| 6M | +28.3% | -43.1% | +71.4% | +28.5% |
| YTD | -6.0% | -63.0% | +57.0% | -5.2% |
| 1Y | +1.4% | -93.8% | +95.2% | +13.8% |
| All | -0.6% | -87.7% | +87.0% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling