-61.2%
MSTZ vs REPL
+152.6%
-213.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.9% |
| 7D | -1.2% | +22.8% | -24.0% | -1.0% |
| 30D | +22.2% | +63.8% | -41.6% | +23.1% |
| 3M | -70.4% | +68.1% | -138.5% | -70.1% |
| 6M | -31.0% | +528.5% | -559.5% | -23.2% |
| YTD | -81.0% | +122.4% | -203.5% | -74.2% |
| 1Y | -61.2% | +154.4% | -215.5% | -41.7% |
| All | -61.2% | +152.6% | -213.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling