-86.8%
MSTU vs CRL
+35.6%
-122.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -6.0% | -6.6% |
| 7D | +16.1% | -0.6% | +16.7% | +16.8% |
| 30D | +68.7% | +5.0% | +63.7% | +65.0% |
| 3M | -11.0% | +50.6% | -61.6% | -36.3% |
| 6M | -33.4% | +60.9% | -94.3% | -55.7% |
| YTD | -59.5% | +40.7% | -100.3% | -68.8% |
| 1Y | -93.4% | +73.3% | -166.7% | -95.7% |
| All | -86.8% | +35.6% | -122.4% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling