-87.2%
MSTU vs CRL
+85.3%
-172.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -7.3% | +17.6% | +15.2% |
| 7D | -4.8% | -12.8% | +7.9% | +4.1% |
| 30D | -29.6% | +5.0% | -34.6% | -31.8% |
| 3M | +69.4% | +39.4% | +30.0% | +39.6% |
| 6M | -62.2% | +89.4% | -151.6% | -75.9% |
| YTD | -61.1% | +63.6% | -124.6% | -70.2% |
| 1Y | -87.2% | +83.5% | -170.6% | -90.0% |
| All | -87.2% | +85.3% | -172.5% | -90.0% |
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