+43.3%
MA vs REPL
-22.6%
+65.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -2.7% | -3.0% | +0.3% | -2.7% |
| 30D | +1.5% | +27.1% | -25.6% | +1.6% |
| 3M | +20.4% | +52.4% | -32.0% | +20.8% |
| 6M | +11.1% | +107.4% | -96.3% | +11.5% |
| YTD | +2.0% | +54.7% | -52.8% | +2.4% |
| 1Y | -2.2% | +158.9% | -161.0% | -2.0% |
| All | +43.3% | -22.6% | +65.9% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling