+62.4%
MSFT vs REPL
-35.0%
+97.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | +5.6% | +44.1% | -38.5% | +4.6% |
| 6M | +29.8% | +313.0% | -283.2% | +23.0% |
| YTD | +9.0% | +125.2% | -116.2% | +3.5% |
| 1Y | +4.9% | +143.8% | -138.8% | -0.6% |
| 3Y | +46.2% | +104.2% | -58.0% | +25.8% |
| All | +62.4% | -35.0% | +97.4% | +55.2% |
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 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