-24.5%
MOS vs REPL
+37.4%
-61.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +3.3% |
| 7D | +22.5% | +15.1% | +7.4% | +22.3% |
| 30D | +6.6% | +51.1% | -44.5% | +6.2% |
| 3M | -3.8% | +69.2% | -73.0% | -4.3% |
| 6M | -2.2% | +597.6% | -599.8% | -5.6% |
| YTD | -4.8% | +106.0% | -110.7% | -6.9% |
| 1Y | -11.7% | +133.3% | -145.0% | -14.0% |
| All | -24.5% | +37.4% | -61.9% | -31.2% |
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 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