+5.6%
MSCI vs REPL
-35.0%
+40.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +3.0% | +1.2% | +1.8% | +3.0% |
| 30D | +17.8% | +92.2% | -74.4% | +15.5% |
| 3M | +15.2% | +44.1% | -28.9% | +13.8% |
| 6M | +16.5% | +313.0% | -296.5% | +8.6% |
| YTD | +16.4% | +125.2% | -108.8% | +8.5% |
| 1Y | +16.8% | +143.8% | -127.0% | +8.4% |
| 3Y | +35.8% | +104.2% | -68.4% | +8.2% |
| All | +5.6% | -35.0% | +40.6% | -0.7% |
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 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