+151.4%
MO vs REPL
+37.4%
+114.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +0.4% | +9.8% | -9.4% | +0.3% |
| 30D | +8.9% | +81.5% | -72.6% | +8.1% |
| 3M | +23.0% | +44.2% | -21.3% | +22.4% |
| 6M | +15.0% | +437.4% | -422.4% | +11.1% |
| YTD | +41.7% | +126.1% | -84.4% | +37.6% |
| 1Y | +43.3% | +143.1% | -99.8% | +38.9% |
| 3Y | +143.2% | +97.8% | +45.3% | +122.5% |
| 5Y | +154.7% | -34.3% | +189.0% | +141.3% |
| All | +151.4% | +37.4% | +114.0% | +119.0% |
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