+193.2%
MA vs REPL
-6.0%
+199.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -2.7% | -3.0% | +0.3% | -2.6% |
| 30D | +1.5% | +27.1% | -25.6% | +0.8% |
| 3M | +20.4% | +52.4% | -32.0% | +17.3% |
| 6M | +11.1% | +107.4% | -96.3% | +3.4% |
| YTD | +2.0% | +54.7% | -52.8% | -4.0% |
| 1Y | -2.2% | +158.9% | -161.0% | -12.2% |
| 3Y | +41.9% | -23.7% | +65.6% | +23.5% |
| 5Y | +75.4% | -54.3% | +129.7% | +55.7% |
| All | +193.2% | -6.0% | +199.2% | +95.3% |
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