-86.8%
MSTU vs REPL
+31.1%
-117.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.8% | -6.8% | -8.6% |
| 7D | +16.1% | -5.7% | +21.9% | +16.3% |
| 30D | +68.7% | +22.5% | +46.2% | +67.3% |
| 3M | -11.0% | +64.7% | -75.7% | -13.5% |
| 6M | -33.4% | +83.0% | -116.4% | -39.2% |
| YTD | -59.5% | +52.0% | -111.5% | -62.9% |
| 1Y | -93.4% | +144.5% | -237.9% | -94.2% |
| All | -86.8% | +31.1% | -117.9% | -89.2% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling