+114.0%
MS vs REPL
-40.1%
+154.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.8% |
| 7D | -3.4% | +15.1% | -18.5% | -3.8% |
| 30D | -3.9% | +51.1% | -55.0% | -5.2% |
| 3M | -15.9% | +69.2% | -85.1% | -17.4% |
| 6M | -2.5% | +597.6% | -600.0% | -10.5% |
| YTD | +5.1% | +106.0% | -100.9% | -1.7% |
| 1Y | +13.0% | +133.3% | -120.4% | +5.1% |
| 3Y | +160.7% | +41.0% | +119.7% | +123.4% |
| 5Y | +114.0% | -40.1% | +154.2% | +100.3% |
| All | +114.0% | -40.1% | +154.1% | +100.3% |
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