-9.6%
MOS vs REPL
-54.3%
+44.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 3M | +12.9% | +52.4% | -39.5% | +11.7% |
| 6M | +1.2% | +107.4% | -106.2% | -2.5% |
| YTD | +9.3% | +54.7% | -45.4% | +6.0% |
| 1Y | -18.0% | +158.9% | -176.8% | -22.6% |
| 3Y | -29.0% | -23.7% | -5.3% | -34.7% |
| All | -9.6% | -54.3% | +44.7% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling