-5.3%
MOS vs REPL
+45.5%
-50.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.8% |
| 7D | +24.8% | +12.7% | +12.1% | +24.2% |
| 30D | +22.7% | +73.5% | -50.8% | +19.7% |
| 3M | -1.2% | +70.3% | -71.5% | -3.6% |
| 6M | +5.5% | +472.0% | -466.4% | -6.3% |
| YTD | -2.0% | +139.5% | -141.5% | -11.9% |
| 1Y | -7.9% | +167.3% | -175.2% | -17.8% |
| 3Y | -25.0% | +109.5% | -134.5% | -43.4% |
| 5Y | -27.7% | -29.9% | +2.2% | -39.7% |
| All | -5.3% | +45.5% | -50.8% | -39.2% |
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 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