-28.3%
MOS vs REPL
-22.6%
-5.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +9.5% | -3.0% | +12.5% | +9.6% |
| 30D | +10.4% | +27.1% | -16.7% | +10.1% |
| 3M | +12.9% | +52.4% | -39.5% | +12.1% |
| 6M | +1.2% | +107.4% | -106.2% | -1.5% |
| YTD | +9.3% | +54.7% | -45.4% | +6.9% |
| 1Y | -18.0% | +158.9% | -176.8% | -21.5% |
| All | -28.3% | -22.6% | -5.7% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling