+209.6%
CRWD vs MSTU
-87.7%
+297.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.4% |
| 7D | -3.0% | -16.6% | +13.6% | -1.0% |
| 30D | -6.8% | +69.7% | -76.5% | -13.1% |
| 3M | +19.6% | -7.5% | +27.1% | +16.9% |
| 6M | +87.1% | -43.1% | +130.2% | +87.7% |
| YTD | +76.4% | -63.0% | +139.5% | +79.4% |
| 1Y | +90.8% | -93.8% | +184.6% | +131.6% |
| All | +209.6% | -87.7% | +297.2% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling