-88.0%
MSTU vs CRS
+209.2%
-297.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.6% |
| 7D | -16.6% | -6.8% | -9.8% | -10.7% |
| 30D | +69.7% | -16.1% | +85.8% | +99.1% |
| 3M | -7.5% | -21.2% | +13.7% | +11.8% |
| 6M | -43.1% | +8.7% | -51.8% | -52.4% |
| YTD | -63.0% | +41.0% | -104.0% | -76.8% |
| 1Y | -93.8% | +82.7% | -176.4% | -97.4% |
| All | -88.0% | +209.2% | -297.1% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling