+316.8%
MSCI vs REPL
+37.4%
+279.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -0.7% | +9.8% | -10.5% | -1.1% |
| 30D | +16.2% | +81.5% | -65.3% | +12.9% |
| 3M | +16.1% | +44.2% | -28.1% | +13.9% |
| 6M | +12.9% | +437.4% | -424.5% | -0.7% |
| YTD | +14.8% | +126.1% | -111.3% | +2.3% |
| 1Y | +13.8% | +143.1% | -129.4% | +0.7% |
| 3Y | +31.2% | +97.8% | -66.6% | -2.7% |
| 5Y | +5.6% | -34.3% | +39.8% | -13.7% |
| All | +316.8% | +37.4% | +279.4% | +162.7% |
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