+214.5%
CRWD vs MSTZ
-99.2%
+313.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -0.5% |
| 7D | -2.3% | -25.4% | +23.0% | -4.5% |
| 30D | -2.1% | -60.9% | +58.8% | -8.9% |
| 3M | +27.5% | -54.2% | +81.7% | +23.8% |
| 6M | +95.8% | -65.0% | +160.8% | +89.1% |
| YTD | +79.2% | -76.5% | +155.7% | +75.2% |
| 1Y | +96.3% | -23.4% | +119.6% | +125.0% |
| All | +214.5% | -99.2% | +313.7% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling