+181.3%
MS vs REPL
-22.6%
+204.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +1.4% | -3.0% | +4.3% | +1.4% |
| 30D | -0.3% | +27.1% | -27.4% | -0.8% |
| 3M | +0.3% | +52.4% | -52.1% | -1.5% |
| 6M | +31.3% | +107.4% | -76.1% | +25.4% |
| YTD | +24.7% | +54.7% | -30.1% | +19.8% |
| 1Y | +47.9% | +158.9% | -110.9% | +38.6% |
| All | +181.3% | -22.6% | +204.0% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling