-87.2%
MSTU vs CRS
-3.8%
-83.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.6% | +11.9% | +11.1% |
| 7D | -4.8% | +4.3% | -9.2% | -6.7% |
| 30D | -29.6% | -25.5% | -4.1% | -18.4% |
| 3M | +69.4% | -48.7% | +118.1% | +140.7% |
| 6M | -62.2% | -31.6% | -30.6% | -58.5% |
| YTD | -61.1% | -7.0% | -54.0% | -62.3% |
| 1Y | -87.2% | -4.5% | -82.7% | -87.6% |
| All | -87.2% | -3.8% | -83.4% | -87.6% |
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