+72.1%
MA vs REPL
+91.4%
-19.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.5% |
| 7D | -0.3% | +14.2% | -14.6% | -0.3% |
| 30D | +11.3% | +65.9% | -54.6% | +11.4% |
| 3M | +16.7% | +84.6% | -67.9% | +16.8% |
| 6M | +32.8% | +446.9% | -414.1% | +33.1% |
| YTD | +15.6% | +129.0% | -113.4% | +16.2% |
| 1Y | +19.6% | +167.9% | -148.3% | +20.1% |
| 3Y | +72.1% | +93.9% | -21.8% | +69.4% |
| All | +72.1% | +91.4% | -19.3% | +69.4% |
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 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