-91.0%
MSTU vs REPL
+106.6%
-197.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.6% | -11.8% | -7.4% |
| 7D | -21.7% | +12.7% | -34.5% | -22.0% |
| 30D | -42.8% | +73.5% | -116.2% | -43.8% |
| 3M | +21.4% | +70.3% | -48.9% | +19.2% |
| 6M | -74.1% | +472.0% | -546.1% | -76.7% |
| YTD | -72.4% | +139.5% | -211.9% | -75.0% |
| 1Y | -90.1% | +167.3% | -257.4% | -91.1% |
| All | -91.0% | +106.6% | -197.6% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling