-92.0%
MSTU vs CRL
+64.6%
-156.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.5% | -12.4% | -12.5% |
| 7D | -23.0% | +8.9% | -31.9% | -28.2% |
| 30D | -47.7% | +14.0% | -61.7% | -52.5% |
| 3M | +12.5% | +19.8% | -7.3% | -0.6% |
| 6M | -76.1% | +102.0% | -178.1% | -86.5% |
| YTD | -75.5% | +70.8% | -146.3% | -83.7% |
| 1Y | -90.1% | +98.7% | -188.8% | -94.2% |
| All | -92.0% | +64.6% | -156.6% | -93.9% |
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