+203.5%
CRS vs MSTZ
-99.1%
+302.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.6% | -1.4% |
| 7D | -6.8% | +17.0% | -23.8% | -5.6% |
| 30D | -16.1% | -61.8% | +45.7% | -20.7% |
| 3M | -21.2% | -54.6% | +33.4% | -23.2% |
| 6M | +8.7% | -59.3% | +67.9% | +7.2% |
| YTD | +41.0% | -74.6% | +115.5% | +39.3% |
| 1Y | +82.7% | -18.8% | +101.5% | +105.6% |
| All | +203.5% | -99.1% | +302.6% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling