-61.6%
MSTZ vs CRL
+63.9%
-125.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.1% |
| 7D | -29.7% | -1.0% | -28.7% | -29.9% |
| 30D | -65.3% | +10.7% | -75.9% | -64.2% |
| 3M | -57.3% | +55.3% | -112.6% | -52.2% |
| 6M | -61.6% | +60.7% | -122.3% | -56.0% |
| All | -61.6% | +63.9% | -125.5% | -56.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling