+178.8%
MKSI vs REPL
-7.7%
+186.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.1% |
| 7D | +7.7% | -5.7% | +13.5% | +8.2% |
| 30D | -12.9% | +22.5% | -35.3% | -14.3% |
| 3M | -14.8% | +64.7% | -79.5% | -20.5% |
| 6M | +26.6% | +83.0% | -56.4% | +9.2% |
| YTD | +66.6% | +52.0% | +14.6% | +45.2% |
| 1Y | +144.6% | +144.5% | 0.0% | +93.8% |
| 3Y | +193.1% | -25.1% | +218.2% | +116.4% |
| 5Y | +88.6% | -52.9% | +141.5% | +44.3% |
| All | +178.8% | -7.7% | +186.4% | +55.1% |
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