-99.3%
MSTZ vs CRL
+70.6%
-169.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +8.3% |
| 7D | +4.3% | +4.4% | -0.1% | +7.7% |
| 30D | +30.2% | +17.1% | +13.1% | +49.8% |
| 3M | -66.9% | +32.1% | -99.0% | -57.6% |
| 6M | -26.3% | +98.9% | -125.3% | +26.6% |
| YTD | -80.1% | +77.1% | -157.2% | -65.2% |
| 1Y | -57.5% | +110.3% | -167.7% | -15.5% |
| All | -99.3% | +70.6% | -169.9% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling