-85.6%
MSTU vs RL
+96.0%
-181.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -5.6% |
| 7D | +21.3% | -0.8% | +22.1% | +23.0% |
| 30D | +90.8% | -7.8% | +98.6% | +105.7% |
| 3M | -6.8% | -4.0% | -2.8% | -7.5% |
| 6M | -39.8% | -1.9% | -37.9% | -42.7% |
| YTD | -55.7% | -0.2% | -55.5% | -58.4% |
| 1Y | -92.7% | +10.7% | -103.3% | -94.3% |
| All | -85.6% | +96.0% | -181.6% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling