+206.9%
CRS vs MSTZ
-99.1%
+306.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.8% | -1.7% |
| 7D | -4.1% | +24.8% | -28.9% | -2.4% |
| 30D | -16.6% | -59.2% | +42.6% | -20.8% |
| 3M | -14.3% | -56.9% | +42.6% | -16.8% |
| 6M | +11.6% | -57.6% | +69.2% | +10.4% |
| YTD | +42.6% | -73.6% | +116.2% | +41.2% |
| 1Y | +81.8% | -15.6% | +97.4% | +105.2% |
| All | +206.9% | -99.1% | +306.0% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling