-76.1%
MSTU vs CRL
+101.4%
-177.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.5% | -12.4% | -12.7% |
| 7D | -23.0% | +8.9% | -31.9% | -26.1% |
| 30D | -47.7% | +14.0% | -61.7% | -50.0% |
| 3M | +12.5% | +19.8% | -7.3% | +6.8% |
| 6M | -76.1% | +102.0% | -178.1% | -77.9% |
| All | -76.1% | +101.4% | -177.5% | -77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling