+131.4%
MKSI vs REPL
+119.0%
+12.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.1% |
| 7D | +2.7% | -14.1% | +16.8% | +2.9% |
| 30D | -12.8% | -15.2% | +2.4% | -12.6% |
| 3M | -22.5% | +49.9% | -72.4% | -23.4% |
| 6M | +19.4% | +63.5% | -44.2% | +17.3% |
| YTD | +67.7% | +32.9% | +34.8% | +64.9% |
| 1Y | +131.4% | +115.0% | +16.4% | +123.5% |
| All | +131.4% | +119.0% | +12.4% | +123.5% |
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