-90.1%
MSTU vs CRL
+97.0%
-187.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.5% | -12.4% | -12.5% |
| 7D | -23.0% | +8.9% | -31.9% | -28.0% |
| 30D | -47.7% | +14.0% | -61.7% | -52.4% |
| 3M | +12.5% | +19.8% | -7.3% | 0.0% |
| 6M | -76.1% | +102.0% | -178.1% | -86.0% |
| YTD | -75.5% | +70.8% | -146.3% | -82.0% |
| 1Y | -90.1% | +98.7% | -188.8% | -93.3% |
| All | -90.1% | +97.0% | -187.0% | -93.3% |
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