+380.5%
MS vs REPL
+45.5%
+335.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.3% | 0.0% |
| 7D | +0.8% | +12.7% | -11.9% | +0.2% |
| 30D | -0.7% | +73.5% | -74.2% | -3.6% |
| 3M | -12.4% | +70.3% | -82.7% | -15.0% |
| 6M | -1.7% | +472.0% | -473.7% | -14.4% |
| YTD | +8.0% | +139.5% | -131.5% | -4.8% |
| 1Y | +16.2% | +167.3% | -151.1% | +1.6% |
| 3Y | +171.3% | +109.5% | +61.8% | +99.2% |
| 5Y | +124.8% | -29.9% | +154.7% | +82.4% |
| All | +380.5% | +45.5% | +335.0% | +201.2% |
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 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