-90.1%
MSTU vs REPL
+142.3%
-232.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.9% | -13.8% | -12.9% |
| 7D | -23.0% | +9.8% | -32.8% | -23.1% |
| 30D | -47.7% | +81.5% | -129.2% | -48.1% |
| 3M | +12.5% | +44.2% | -31.7% | +11.5% |
| 6M | -76.1% | +437.4% | -513.5% | -78.2% |
| YTD | -75.5% | +126.1% | -201.6% | -79.8% |
| 1Y | -90.1% | +143.1% | -233.2% | -92.1% |
| All | -90.1% | +142.3% | -232.4% | -92.1% |
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