+211.2%
CRWD vs MSTU
-87.2%
+298.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | -0.4% |
| 7D | +2.2% | +12.9% | -10.8% | +0.2% |
| 30D | -7.7% | +68.3% | -76.1% | -13.9% |
| 3M | +28.9% | +0.4% | +28.5% | +24.9% |
| 6M | +91.5% | -41.5% | +133.0% | +91.6% |
| YTD | +77.3% | -61.7% | +139.0% | +79.7% |
| 1Y | +96.3% | -93.7% | +189.9% | +137.8% |
| All | +211.2% | -87.2% | +298.4% | +230.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling