-86.8%
MSTU vs RL
+93.8%
-180.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -7.3% |
| 7D | +16.1% | +1.9% | +14.3% | +14.3% |
| 30D | +68.7% | -12.2% | +80.9% | +94.3% |
| 3M | -11.0% | -6.6% | -4.3% | -8.4% |
| 6M | -33.4% | +3.2% | -36.5% | -41.5% |
| YTD | -59.5% | -1.3% | -58.2% | -61.5% |
| 1Y | -93.4% | +13.6% | -106.9% | -95.0% |
| All | -86.8% | +93.8% | -180.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling