-92.7%
MSTU vs CRL
+78.8%
-171.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -1.9% |
| 7D | +21.3% | -1.0% | +22.4% | +22.4% |
| 30D | +90.8% | +10.7% | +80.2% | +80.1% |
| 3M | -6.8% | +55.3% | -62.0% | -33.8% |
| 6M | -39.8% | +60.7% | -100.5% | -59.1% |
| YTD | -55.7% | +44.6% | -100.3% | -65.3% |
| 1Y | -92.7% | +77.7% | -170.4% | -95.2% |
| All | -92.7% | +78.8% | -171.5% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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