+235.2%
MA vs REPL
+36.8%
+198.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.3% | +1.2% | +0.1% | +1.3% |
| 30D | +9.6% | +92.2% | -82.6% | +7.4% |
| 3M | +16.8% | +44.1% | -27.3% | +15.3% |
| 6M | +35.2% | +313.0% | -277.8% | +26.0% |
| YTD | +16.6% | +125.2% | -108.6% | +8.4% |
| 1Y | +19.8% | +143.8% | -124.0% | +10.9% |
| 3Y | +70.7% | +104.2% | -33.5% | +37.7% |
| 5Y | +87.4% | -34.5% | +121.9% | +64.9% |
| All | +235.2% | +36.8% | +198.4% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling