+230.9%
MA vs REPL
+35.1%
+195.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.7% |
| 7D | +2.3% | +22.8% | -20.5% | +1.7% |
| 30D | +14.7% | +63.8% | -49.1% | +12.9% |
| 3M | +13.5% | +68.1% | -54.6% | +11.6% |
| 6M | +33.1% | +528.5% | -495.4% | +21.7% |
| YTD | +15.1% | +122.4% | -107.4% | +7.0% |
| 1Y | +18.7% | +154.4% | -135.6% | +9.7% |
| 3Y | +72.1% | +68.0% | +4.1% | +41.4% |
| 5Y | +92.8% | -35.4% | +128.2% | +69.8% |
| All | +230.9% | +35.1% | +195.8% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling