+19.9%
MA vs REPL
+175.2%
-155.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.5% |
| 7D | +1.8% | +12.7% | -10.9% | +1.9% |
| 30D | +11.8% | +73.5% | -61.6% | +12.5% |
| 3M | +17.2% | +70.3% | -53.1% | +17.9% |
| 6M | +33.4% | +472.0% | -438.6% | +36.7% |
| YTD | +16.1% | +139.5% | -123.4% | +24.1% |
| 1Y | +19.9% | +167.3% | -147.4% | +24.7% |
| All | +19.9% | +175.2% | -155.3% | +24.7% |
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 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