-7.5%
MSCI vs REPL
-54.3%
+46.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | +0.6% | +27.1% | -26.6% | -0.2% |
| 3M | -7.1% | +52.4% | -59.5% | -9.4% |
| 6M | +0.8% | +107.4% | -106.6% | -6.1% |
| YTD | +1.0% | +54.7% | -53.7% | -4.7% |
| 1Y | +4.3% | +158.9% | -154.5% | -6.8% |
| 3Y | +9.9% | -23.7% | +33.7% | -0.9% |
| All | -7.5% | -54.3% | +46.8% | -17.9% |
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