-99.3%
MSTZ vs CRL
+63.0%
-162.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.1% | +6.5% |
| 7D | -1.2% | -6.1% | +4.9% | -5.5% |
| 30D | +22.2% | +12.4% | +9.8% | +36.8% |
| 3M | -70.4% | +27.1% | -97.5% | -63.0% |
| 6M | -31.0% | +85.7% | -116.7% | +12.5% |
| YTD | -81.0% | +69.2% | -150.2% | -67.9% |
| 1Y | -61.2% | +97.5% | -158.7% | -26.2% |
| All | -99.3% | +63.0% | -162.3% | -98.7% |
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