+3.3%
MSFT vs REPL
+147.5%
-144.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.2% | -2.2% |
| 7D | -6.2% | +5.3% | -11.5% | -6.3% |
| 30D | -3.7% | +66.6% | -70.3% | -4.6% |
| 3M | +3.6% | +59.6% | -55.9% | +2.7% |
| 6M | +26.8% | +482.4% | -455.6% | +22.3% |
| YTD | +8.4% | +124.1% | -115.6% | +9.3% |
| 1Y | +3.3% | +138.6% | -135.3% | +2.7% |
| All | +3.3% | +147.5% | -144.2% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling