-32.8%
MOS vs REPL
-35.6%
+2.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.9% | 0.0% |
| 7D | +21.6% | +22.8% | -1.2% | +21.3% |
| 30D | +12.0% | +63.8% | -51.8% | +11.2% |
| 3M | -3.9% | +68.1% | -72.0% | -4.6% |
| 6M | -3.3% | +528.5% | -531.8% | -7.6% |
| YTD | -4.6% | +122.4% | -127.1% | -7.9% |
| 1Y | -7.0% | +154.4% | -161.3% | -10.5% |
| 3Y | -24.4% | +68.0% | -92.4% | -32.4% |
| All | -32.8% | -35.6% | +2.8% | -32.7% |
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