-85.6%
MSTU vs RPRX
+137.9%
-223.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +21.3% | +5.1% | +16.2% | +16.9% |
| 30D | +90.8% | +11.2% | +79.6% | +77.4% |
| 3M | -6.8% | +16.7% | -23.5% | -17.3% |
| 6M | -39.8% | +36.0% | -75.8% | -52.3% |
| YTD | -55.7% | +67.8% | -123.5% | -69.5% |
| 1Y | -92.7% | +76.7% | -169.4% | -95.2% |
| All | -85.6% | +137.9% | -223.5% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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