+25.3%
CRM vs MSTU
-47.8%
+73.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +0.2% |
| 7D | -8.1% | -22.0% | +13.9% | -5.9% |
| 30D | +23.1% | +60.3% | -37.2% | +18.5% |
| 3M | +42.5% | -3.7% | +46.3% | +40.5% |
| 6M | +25.3% | -45.2% | +70.5% | +24.9% |
| All | +25.3% | -47.8% | +73.1% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling