+43.5%
MAS vs REPL
-40.1%
+83.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.4% |
| 7D | +4.6% | +15.1% | -10.6% | +4.3% |
| 30D | +19.9% | +51.1% | -31.2% | +19.1% |
| 3M | +8.9% | +69.2% | -60.3% | +7.9% |
| 6M | +20.2% | +597.6% | -577.4% | +13.9% |
| YTD | +33.9% | +106.0% | -72.1% | +28.7% |
| 1Y | +34.7% | +133.3% | -98.7% | +28.9% |
| 3Y | +60.4% | +41.0% | +19.4% | +42.3% |
| 5Y | +43.5% | -40.1% | +83.6% | +32.3% |
| All | +43.5% | -40.1% | +83.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling