+157.0%
MKSI vs REPL
+161.1%
-4.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.3% |
| 7D | +1.8% | -3.0% | +4.7% | +1.8% |
| 30D | -16.8% | +27.1% | -43.9% | -17.1% |
| 3M | -21.1% | +52.4% | -73.5% | -22.1% |
| 6M | +10.8% | +107.4% | -96.6% | +8.7% |
| YTD | +63.3% | +54.7% | +8.6% | +60.4% |
| 1Y | +157.0% | +158.9% | -1.9% | +149.2% |
| All | +157.0% | +161.1% | -4.1% | +149.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling