-92.7%
MSTU vs CRS
+102.1%
-194.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -4.0% |
| 7D | +21.3% | -0.2% | +21.6% | +21.6% |
| 30D | +90.8% | -16.6% | +107.4% | +108.5% |
| 3M | -6.8% | -3.5% | -3.3% | -8.5% |
| 6M | -39.8% | +15.4% | -55.3% | -47.6% |
| YTD | -55.7% | +51.2% | -106.9% | -65.0% |
| 1Y | -92.7% | +98.3% | -191.0% | -94.6% |
| All | -92.7% | +102.1% | -194.7% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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