-90.1%
MSTU vs REPL
+175.2%
-265.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.6% | -11.8% | -7.3% |
| 7D | -21.7% | +12.7% | -34.5% | -21.9% |
| 30D | -42.8% | +73.5% | -116.2% | -43.3% |
| 3M | +21.4% | +70.3% | -48.9% | +20.1% |
| 6M | -74.1% | +472.0% | -546.1% | -76.5% |
| YTD | -72.4% | +139.5% | -211.9% | -77.5% |
| 1Y | -90.1% | +167.3% | -257.4% | -92.2% |
| All | -90.1% | +175.2% | -265.3% | -92.2% |
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 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