+112.7%
MAS vs REPL
-6.0%
+118.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | -0.8% | -3.0% | +2.2% | -0.7% |
| 30D | -5.6% | +27.1% | -32.7% | -6.4% |
| 3M | +4.4% | +52.4% | -47.9% | +1.5% |
| 6M | +7.2% | +107.4% | -100.2% | -1.0% |
| YTD | +16.1% | +54.7% | -38.6% | +8.5% |
| 1Y | +0.1% | +158.9% | -158.8% | -11.1% |
| 3Y | +28.3% | -23.7% | +52.0% | +10.1% |
| 5Y | +30.5% | -54.3% | +84.8% | +14.0% |
| All | +112.7% | -6.0% | +118.7% | +61.0% |
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 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