-65.1%
MSTZ vs CRL
+85.3%
-150.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.3% | -2.3% | -14.4% |
| 7D | +0.7% | -12.8% | +13.5% | -8.1% |
| 30D | +16.6% | +5.0% | +11.6% | +23.7% |
| 3M | -74.7% | +39.4% | -114.0% | -67.8% |
| 6M | -43.9% | +89.4% | -133.3% | -13.2% |
| YTD | -84.0% | +63.6% | -147.6% | -75.7% |
| 1Y | -65.1% | +83.5% | -148.6% | -48.2% |
| All | -65.1% | +85.3% | -150.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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