-10.4%
MOS vs REPL
+37.4%
-47.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.6% |
| 7D | -2.6% | +9.8% | -12.3% | -2.9% |
| 30D | +13.5% | +81.5% | -68.1% | +10.5% |
| 3M | -2.9% | +44.2% | -47.1% | -4.6% |
| 6M | -1.0% | +437.4% | -438.4% | -11.9% |
| YTD | -7.2% | +126.1% | -133.3% | -16.4% |
| 1Y | -11.4% | +143.1% | -154.5% | -20.6% |
| 3Y | -29.0% | +97.8% | -126.8% | -46.3% |
| 5Y | -34.0% | -34.3% | +0.3% | -44.8% |
| All | -10.4% | +37.4% | -47.8% | -42.3% |
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