-9.7%
MOS vs REPL
+36.8%
-46.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.0% |
| 30D | +15.3% | +92.2% | -76.9% | +12.1% |
| 3M | +1.5% | +44.1% | -42.6% | -0.3% |
| 6M | -2.0% | +313.0% | -315.0% | -11.3% |
| YTD | -6.5% | +125.2% | -131.7% | -15.8% |
| 1Y | -11.1% | +143.8% | -154.8% | -20.3% |
| 3Y | -30.3% | +104.2% | -134.4% | -47.5% |
| 5Y | -33.5% | -34.5% | +1.0% | -44.4% |
| All | -9.7% | +36.8% | -46.6% | -41.9% |
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