-89.8%
MSTU vs RL
+110.8%
-200.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | +0.3% |
| 7D | -4.3% | -4.2% | -0.1% | +2.4% |
| 30D | -34.6% | +4.3% | -38.8% | -36.8% |
| 3M | +39.0% | -4.6% | +43.6% | +48.2% |
| 6M | -70.5% | +1.7% | -72.2% | -72.5% |
| YTD | -68.6% | +7.3% | -76.0% | -72.4% |
| 1Y | -88.6% | +20.8% | -109.4% | -92.0% |
| All | -89.8% | +110.8% | -200.5% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling