+21.8%
MSFU vs REPL
+98.6%
-76.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -4.9% | +9.8% | -14.7% | -5.1% |
| 30D | -9.1% | +81.5% | -90.6% | -10.4% |
| 3M | +8.7% | +44.2% | -35.5% | +7.6% |
| 6M | +48.3% | +437.4% | -389.1% | +40.7% |
| YTD | -1.6% | +126.1% | -127.7% | -6.0% |
| 1Y | -13.6% | +143.1% | -156.7% | -17.6% |
| All | +21.8% | +98.6% | -76.8% | +11.9% |
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