+364.8%
MS vs REPL
+35.1%
+329.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -1.0% |
| 7D | -1.6% | +22.8% | -24.3% | -2.6% |
| 30D | -3.8% | +63.8% | -67.6% | -6.4% |
| 3M | -14.6% | +68.1% | -82.7% | -17.1% |
| 6M | -5.1% | +528.5% | -533.6% | -17.9% |
| YTD | +4.5% | +122.4% | -117.9% | -7.5% |
| 1Y | +13.5% | +154.4% | -140.8% | -0.5% |
| 3Y | +160.4% | +68.0% | +92.4% | +95.3% |
| 5Y | +112.9% | -35.4% | +148.2% | +73.6% |
| All | +364.8% | +35.1% | +329.7% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling