-88.0%
MSTU vs CRBG
+35.9%
-123.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.1% | +1.3% |
| 7D | -16.6% | +0.6% | -17.2% | -17.3% |
| 30D | +69.7% | +2.6% | +67.1% | +61.4% |
| 3M | -7.5% | +24.0% | -31.5% | -35.1% |
| 6M | -43.1% | +50.5% | -93.6% | -71.1% |
| YTD | -63.0% | +17.1% | -80.2% | -70.4% |
| 1Y | -93.8% | +5.9% | -99.7% | -94.2% |
| All | -88.0% | +35.9% | -123.9% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling