-99.1%
MSTZ vs REPL
+94.2%
-193.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +30.8% | +1.2% | +29.5% | +30.8% |
| 30D | +41.2% | +92.2% | -51.0% | +43.8% |
| 3M | -60.9% | +44.1% | -105.0% | -60.4% |
| 6M | -15.7% | +313.0% | -328.7% | -9.3% |
| YTD | -75.2% | +125.2% | -200.4% | -72.7% |
| 1Y | -59.8% | +143.8% | -203.6% | -55.6% |
| All | -99.1% | +94.2% | -193.4% | -98.8% |
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