-99.1%
MSTZ vs CRL
+63.2%
-162.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +4.3% |
| 7D | +30.8% | +0.1% | +30.6% | +30.9% |
| 30D | +41.2% | +11.9% | +29.3% | +57.7% |
| 3M | -60.9% | +20.2% | -81.1% | -53.0% |
| 6M | -15.7% | +107.5% | -123.2% | +51.3% |
| YTD | -75.2% | +69.4% | -144.6% | -57.9% |
| 1Y | -59.8% | +99.7% | -159.5% | -22.9% |
| All | -99.1% | +63.2% | -162.3% | -98.3% |
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