+46.2%
MSFT vs REPL
+97.7%
-51.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | -1.8% | +92.2% | -94.0% | -2.6% |
| 3M | +5.6% | +44.1% | -38.5% | +5.1% |
| 6M | +29.8% | +313.0% | -283.2% | +26.5% |
| YTD | +9.0% | +125.2% | -116.2% | +6.5% |
| 1Y | +4.9% | +143.8% | -138.8% | +2.4% |
| 3Y | +46.2% | +104.2% | -58.0% | +40.2% |
| All | +46.2% | +97.7% | -51.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling