-87.5%
MSTU vs CRL
+34.4%
-121.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -4.8% |
| 7D | +12.9% | -4.6% | +17.5% | +17.3% |
| 30D | +68.3% | +0.5% | +67.9% | +70.3% |
| 3M | +0.4% | +46.6% | -46.2% | -26.4% |
| 6M | -41.5% | +57.3% | -98.8% | -60.4% |
| YTD | -61.7% | +39.5% | -101.2% | -70.3% |
| 1Y | -93.7% | +76.9% | -170.5% | -95.9% |
| All | -87.5% | +34.4% | -121.9% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling