-87.5%
MSTU vs RL
+87.3%
-174.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -1.4% |
| 7D | +12.9% | -0.3% | +13.2% | +14.1% |
| 30D | +68.3% | -17.5% | +85.9% | +110.3% |
| 3M | +0.4% | -14.0% | +14.4% | +16.7% |
| 6M | -41.5% | -2.0% | -39.5% | -45.1% |
| YTD | -61.7% | -4.6% | -57.1% | -62.0% |
| 1Y | -93.7% | +9.5% | -103.2% | -95.0% |
| All | -87.5% | +87.3% | -174.8% | -96.4% |
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