-61.6%
MSTZ vs REPL
+107.4%
-169.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.7% |
| 7D | -29.7% | -3.0% | -26.7% | -29.6% |
| 30D | -65.3% | +27.1% | -92.4% | -65.3% |
| 3M | -57.3% | +52.4% | -109.7% | -58.2% |
| 6M | -61.6% | +107.4% | -169.1% | -54.7% |
| All | -61.6% | +107.4% | -169.1% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling