+98.3%
CRS vs MSTZ
-29.5%
+127.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.8% |
| 7D | -0.2% | -29.7% | +29.5% | -1.5% |
| 30D | -16.6% | -65.3% | +48.7% | -20.0% |
| 3M | -3.5% | -57.3% | +53.9% | -4.5% |
| 6M | +15.4% | -61.6% | +77.1% | +15.0% |
| YTD | +51.2% | -78.3% | +129.5% | +49.1% |
| 1Y | +98.3% | -30.2% | +128.5% | +124.9% |
| All | +98.3% | -29.5% | +127.7% | +124.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling