-99.3%
MSTZ vs REPL
+97.5%
-196.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +5.0% |
| 7D | +4.3% | +14.2% | -9.9% | +4.7% |
| 30D | +30.2% | +65.9% | -35.7% | +32.2% |
| 3M | -66.9% | +84.6% | -151.5% | -66.3% |
| 6M | -26.3% | +446.9% | -473.3% | -19.8% |
| YTD | -80.1% | +129.0% | -209.1% | -78.1% |
| 1Y | -57.5% | +167.9% | -225.4% | -52.9% |
| All | -99.3% | +97.5% | -196.8% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling