+8.2%
MSCI vs REPL
-29.4%
+37.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.5% |
| 7D | +2.7% | +12.7% | -10.1% | +2.3% |
| 30D | +16.2% | +73.5% | -57.2% | +14.3% |
| 3M | +17.1% | +70.3% | -53.2% | +15.1% |
| 6M | +13.0% | +472.0% | -459.0% | +3.9% |
| YTD | +15.8% | +139.5% | -123.7% | +7.8% |
| 1Y | +15.5% | +167.3% | -151.8% | +6.8% |
| 3Y | +32.3% | +109.5% | -77.2% | +6.1% |
| 5Y | +8.2% | -29.9% | +38.1% | +2.1% |
| All | +8.2% | -29.4% | +37.6% | +2.1% |
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