+431.7%
MSFT vs REPL
+36.1%
+395.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.2% | -2.0% |
| 7D | -6.2% | +5.3% | -11.5% | -6.5% |
| 30D | -3.7% | +66.6% | -70.3% | -5.9% |
| 3M | +3.6% | +59.6% | -55.9% | +1.3% |
| 6M | +26.8% | +482.4% | -455.6% | +13.4% |
| YTD | +8.4% | +124.1% | -115.6% | -1.6% |
| 1Y | +3.3% | +138.6% | -135.3% | -6.6% |
| 3Y | +44.3% | +96.0% | -51.8% | +12.6% |
| 5Y | +63.3% | -35.4% | +98.7% | +39.7% |
| All | +431.7% | +36.1% | +395.6% | +249.3% |
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