-92.4%
MSTU vs RL
+116.2%
-208.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.9% | -3.6% |
| 7D | -25.8% | +2.6% | -28.4% | -28.7% |
| 30D | -43.9% | +2.9% | -46.8% | -45.2% |
| 3M | +2.9% | 0.0% | +2.9% | +3.2% |
| 6M | -75.5% | +17.1% | -92.6% | -81.4% |
| YTD | -76.7% | +10.1% | -86.8% | -80.3% |
| 1Y | -88.9% | +17.3% | -106.3% | -91.8% |
| All | -92.4% | +116.2% | -208.6% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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