+396.9%
MS vs REPL
+29.3%
+367.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +2.6% | +28.8% | -26.2% | +1.3% |
| 30D | +2.6% | +57.3% | -54.7% | +0.1% |
| 3M | -10.1% | +73.6% | -83.7% | -12.9% |
| 6M | +4.4% | +582.8% | -578.5% | -10.3% |
| YTD | +11.7% | +112.9% | -101.1% | -0.9% |
| 1Y | +20.9% | +130.7% | -109.7% | +6.6% |
| 3Y | +177.1% | +45.7% | +131.4% | +110.9% |
| 5Y | +127.7% | -37.9% | +165.7% | +86.1% |
| All | +396.9% | +29.3% | +367.6% | +213.4% |
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