+319.6%
MSCI vs REPL
+25.1%
+294.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.6% |
| 7D | +6.0% | +15.1% | -9.1% | +5.3% |
| 30D | +18.2% | +51.1% | -32.9% | +15.8% |
| 3M | +15.1% | +69.2% | -54.1% | +12.0% |
| 6M | +13.7% | +597.6% | -583.8% | -2.0% |
| YTD | +15.6% | +106.0% | -90.4% | +3.4% |
| 1Y | +16.3% | +133.3% | -117.0% | +3.0% |
| 3Y | +36.9% | +41.0% | -4.1% | +5.0% |
| 5Y | +6.3% | -40.1% | +46.5% | -12.7% |
| All | +319.6% | +25.1% | +294.5% | +165.7% |
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 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