-92.7%
MSTU vs CRBG
+3.6%
-96.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.1% |
| 7D | +21.3% | +5.7% | +15.6% | +13.9% |
| 30D | +90.8% | +2.6% | +88.2% | +81.9% |
| 3M | -6.8% | +31.6% | -38.4% | -37.2% |
| 6M | -39.8% | +32.8% | -72.7% | -59.6% |
| YTD | -55.7% | +16.5% | -72.1% | -63.5% |
| 1Y | -92.7% | +6.1% | -98.7% | -93.3% |
| All | -92.7% | +3.6% | -96.2% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling