+441.4%
MSFT vs REPL
+35.1%
+406.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -1.3% |
| 7D | +1.7% | +22.8% | -21.1% | +0.8% |
| 30D | +0.2% | +63.8% | -63.6% | -2.1% |
| 3M | +6.4% | +68.1% | -61.8% | +3.7% |
| 6M | +28.7% | +528.5% | -499.8% | +14.5% |
| YTD | +10.4% | +122.4% | -112.0% | +0.2% |
| 1Y | +7.6% | +154.4% | -146.7% | -3.1% |
| 3Y | +52.3% | +68.0% | -15.7% | +20.8% |
| 5Y | +64.5% | -35.4% | +99.9% | +40.6% |
| All | +441.4% | +35.1% | +406.3% | +255.8% |
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