-99.3%
MSTZ vs REPL
+91.8%
-191.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +1.0% |
| 7D | -1.2% | +22.8% | -24.0% | -0.7% |
| 30D | +22.2% | +63.8% | -41.6% | +24.0% |
| 3M | -70.4% | +68.1% | -138.5% | -69.9% |
| 6M | -31.0% | +528.5% | -559.5% | -24.1% |
| YTD | -81.0% | +122.4% | -203.5% | -79.1% |
| 1Y | -61.2% | +154.4% | -215.5% | -57.0% |
| All | -99.3% | +91.8% | -191.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling