-88.4%
MSTU vs CRL
+31.8%
-120.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.9% | -4.9% | -5.4% |
| 7D | -22.0% | -6.9% | -15.1% | -17.5% |
| 30D | +60.3% | -3.2% | +63.5% | +66.8% |
| 3M | -3.7% | +46.5% | -50.3% | -29.4% |
| 6M | -45.2% | +63.1% | -108.3% | -64.0% |
| YTD | -64.3% | +36.9% | -101.2% | -71.9% |
| 1Y | -94.0% | +78.1% | -172.1% | -96.2% |
| All | -88.4% | +31.8% | -120.2% | -89.4% |
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