+180.7%
MKSI vs REPL
-19.2%
+199.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | +2.7% | -14.1% | +16.8% | +3.7% |
| 30D | -12.8% | -15.2% | +2.4% | -11.9% |
| 3M | -22.5% | +49.9% | -72.4% | -27.2% |
| 6M | +19.4% | +63.5% | -44.2% | +3.7% |
| YTD | +67.7% | +32.9% | +34.8% | +47.5% |
| 1Y | +131.4% | +115.0% | +16.4% | +85.0% |
| 3Y | +197.3% | -34.7% | +232.0% | +121.7% |
| 5Y | +87.0% | -59.7% | +146.6% | +44.9% |
| All | +180.7% | -19.2% | +199.9% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling