+76.3%
MSFU vs REPL
-16.7%
+93.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -4.1% |
| 7D | -5.7% | -3.0% | -2.7% | -5.6% |
| 30D | +4.2% | +27.1% | -23.0% | +3.4% |
| 3M | +27.9% | +52.4% | -24.5% | +24.6% |
| 6M | +37.1% | +107.4% | -70.3% | +30.1% |
| YTD | -7.4% | +54.7% | -62.1% | -11.5% |
| 1Y | -19.6% | +158.9% | -178.5% | -24.8% |
| 3Y | +33.2% | -23.7% | +56.9% | +27.6% |
| All | +76.3% | -16.7% | +93.0% | +62.9% |
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 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