-87.2%
MSTU vs REPL
+125.1%
-212.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | -4.8% | +28.8% | -33.7% | -5.2% |
| 30D | -29.6% | +57.3% | -86.9% | -30.0% |
| 3M | +69.4% | +73.6% | -4.2% | +67.5% |
| 6M | -62.2% | +582.8% | -645.1% | -66.5% |
| YTD | -61.1% | +112.9% | -173.9% | -68.8% |
| 1Y | -87.2% | +130.7% | -217.8% | -90.1% |
| All | -87.2% | +125.1% | -212.3% | -90.1% |
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