+18.7%
MA vs REPL
+152.6%
-133.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.4% |
| 7D | +2.3% | +22.8% | -20.5% | +2.5% |
| 30D | +14.7% | +63.8% | -49.1% | +15.3% |
| 3M | +13.5% | +68.1% | -54.6% | +14.2% |
| 6M | +33.1% | +528.5% | -495.4% | +36.5% |
| YTD | +15.1% | +122.4% | -107.4% | +22.6% |
| 1Y | +18.7% | +154.4% | -135.6% | +22.4% |
| All | +18.7% | +152.6% | -133.8% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling