+239.3%
CRWD vs MSTU
-92.2%
+331.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -0.8% |
| 7D | +4.5% | -25.8% | +30.3% | +8.0% |
| 30D | -9.1% | -43.9% | +34.8% | -3.5% |
| 3M | +0.5% | +2.9% | -2.4% | -2.5% |
| 6M | +61.1% | -75.5% | +136.6% | +78.0% |
| YTD | +93.4% | -76.7% | +170.1% | +103.9% |
| 1Y | +71.1% | -88.9% | +160.0% | +93.9% |
| All | +239.3% | -92.2% | +331.6% | +274.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling