+72.2%
MSFU vs REPL
-18.2%
+90.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.3% |
| 7D | -3.2% | -5.7% | +2.6% | -3.0% |
| 30D | -3.1% | +22.5% | -25.6% | -3.8% |
| 3M | +35.3% | +64.7% | -29.4% | +31.5% |
| 6M | +31.6% | +83.0% | -51.4% | +25.4% |
| YTD | -9.5% | +52.0% | -61.5% | -13.5% |
| 1Y | -18.4% | +144.5% | -163.0% | -23.5% |
| 3Y | +26.9% | -25.1% | +52.0% | +21.6% |
| All | +72.2% | -18.2% | +90.4% | +59.2% |
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 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