-92.7%
MSTU vs REPL
+161.1%
-253.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -3.2% |
| 7D | +21.3% | -3.0% | +24.3% | +21.3% |
| 30D | +90.8% | +27.1% | +63.7% | +90.0% |
| 3M | -6.8% | +52.4% | -59.1% | -7.1% |
| 6M | -39.8% | +107.4% | -147.3% | -44.4% |
| YTD | -55.7% | +54.7% | -110.4% | -59.0% |
| 1Y | -92.7% | +158.9% | -251.5% | -93.4% |
| All | -92.7% | +161.1% | -253.8% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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