+19.1%
MA vs REPL
+147.5%
-128.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.2% |
| 7D | -1.8% | +5.3% | -7.0% | -1.7% |
| 30D | +11.0% | +66.6% | -55.6% | +11.6% |
| 3M | +17.9% | +59.6% | -41.7% | +18.5% |
| 6M | +33.2% | +482.4% | -449.2% | +36.5% |
| YTD | +16.5% | +124.1% | -107.6% | +24.3% |
| 1Y | +19.1% | +138.6% | -119.5% | +25.9% |
| All | +19.1% | +147.5% | -128.4% | +25.9% |
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