+122.5%
CRWV vs MSTU
-95.4%
+217.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.0% |
| 7D | -0.4% | -16.6% | +16.2% | +3.7% |
| 30D | -17.4% | +69.7% | -87.1% | -31.1% |
| 3M | -7.1% | -7.5% | +0.4% | -12.9% |
| 6M | +8.6% | -43.1% | +51.7% | +9.3% |
| YTD | +24.3% | -63.0% | +87.3% | +30.3% |
| 1Y | -21.0% | -93.8% | +72.8% | +38.1% |
| All | +122.5% | -95.4% | +217.9% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling