+212.8%
CRWD vs MSTZ
-99.1%
+311.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +1.3% |
| 7D | -2.8% | +24.8% | -27.6% | -0.3% |
| 30D | -5.9% | -59.2% | +53.3% | -11.9% |
| 3M | +29.0% | -56.9% | +85.8% | +24.3% |
| 6M | +91.5% | -57.6% | +149.1% | +89.0% |
| YTD | +78.2% | -73.6% | +151.8% | +76.6% |
| 1Y | +96.6% | -15.6% | +112.2% | +128.1% |
| All | +212.8% | -99.1% | +311.9% | +203.8% |
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