-0.6%
CRM vs MSTZ
-99.1%
+98.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +1.7% |
| 7D | -4.4% | +17.0% | -21.5% | -3.3% |
| 30D | +28.1% | -61.8% | +89.9% | +22.8% |
| 3M | +48.8% | -54.6% | +103.4% | +46.0% |
| 6M | +28.3% | -59.3% | +87.5% | +27.0% |
| YTD | -6.0% | -74.6% | +68.6% | -6.8% |
| 1Y | +1.4% | -18.8% | +20.2% | +10.3% |
| All | -0.6% | -99.1% | +98.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling