-91.0%
MSTU vs CRL
+67.0%
-158.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.1% | -5.7% |
| 7D | -21.7% | -1.7% | -20.0% | -21.5% |
| 30D | -42.8% | +14.6% | -57.4% | -48.3% |
| 3M | +21.4% | +24.8% | -3.4% | +4.1% |
| 6M | -74.1% | +94.7% | -168.8% | -85.0% |
| YTD | -72.4% | +73.4% | -145.7% | -81.8% |
| 1Y | -90.1% | +104.7% | -194.7% | -94.3% |
| All | -91.0% | +67.0% | -158.0% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling