+95.0%
MSFU vs REPL
+29.0%
+66.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.6% | -8.9% | -4.5% |
| 7D | +4.0% | +12.7% | -8.7% | +3.7% |
| 30D | -2.3% | +73.5% | -75.8% | -3.9% |
| 3M | +7.1% | +70.3% | -63.2% | +5.3% |
| 6M | +48.9% | +472.0% | -423.1% | +39.2% |
| YTD | +2.4% | +139.5% | -137.1% | -3.4% |
| 1Y | -8.1% | +167.3% | -175.4% | -13.6% |
| 3Y | +25.2% | +109.5% | -84.4% | +9.9% |
| All | +95.0% | +29.0% | +66.1% | +77.7% |
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 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