-88.4%
MSTU vs CRS
+212.7%
-301.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.2% | -4.6% | -4.7% |
| 7D | -22.0% | -4.1% | -17.9% | -18.7% |
| 30D | +60.3% | -16.6% | +76.9% | +89.2% |
| 3M | -3.7% | -14.3% | +10.6% | +6.9% |
| 6M | -45.2% | +11.6% | -56.8% | -55.4% |
| YTD | -64.3% | +42.6% | -106.9% | -77.9% |
| 1Y | -94.0% | +81.8% | -175.8% | -97.4% |
| All | -88.4% | +212.7% | -301.1% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling