+323.5%
MSI vs REPL
-7.7%
+331.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -5.8% | -5.7% | 0.0% | -5.6% |
| 30D | -1.0% | +22.5% | -23.4% | -1.5% |
| 3M | +14.2% | +64.7% | -50.5% | +11.7% |
| 6M | +1.0% | +83.0% | -82.0% | -3.8% |
| YTD | +21.5% | +52.0% | -30.5% | +16.2% |
| 1Y | -2.1% | +144.5% | -146.7% | -9.9% |
| 3Y | +69.3% | -25.1% | +94.4% | +51.8% |
| 5Y | +99.3% | -52.9% | +152.2% | +80.2% |
| All | +323.5% | -7.7% | +331.2% | +219.9% |
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 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