+5.5%
MOS vs REPL
-6.0%
+11.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +9.5% | -3.0% | +12.5% | +9.7% |
| 30D | +10.4% | +27.1% | -16.7% | +9.2% |
| 3M | +12.9% | +52.4% | -39.5% | +8.8% |
| 6M | +1.2% | +107.4% | -106.2% | -8.6% |
| YTD | +9.3% | +54.7% | -45.4% | +0.2% |
| 1Y | -18.0% | +158.9% | -176.8% | -29.5% |
| 3Y | -29.0% | -23.7% | -5.3% | -41.5% |
| 5Y | -9.6% | -54.3% | +44.8% | -23.3% |
| All | +5.5% | -6.0% | +11.5% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling