-85.6%
MSTU vs CRS
+231.6%
-317.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -4.7% |
| 7D | +21.3% | -0.2% | +21.6% | +22.0% |
| 30D | +90.8% | -16.6% | +107.4% | +125.2% |
| 3M | -6.8% | -3.5% | -3.3% | -9.0% |
| 6M | -39.8% | +15.4% | -55.3% | -52.3% |
| YTD | -55.7% | +51.2% | -106.9% | -74.1% |
| 1Y | -92.7% | +98.3% | -191.0% | -97.1% |
| All | -85.6% | +231.6% | -317.2% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling