+384.2%
MSI vs REPL
+39.1%
+345.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.3% | +2.6% |
| 7D | +8.3% | +14.2% | -5.9% | +8.0% |
| 30D | +18.9% | +65.9% | -47.0% | +17.4% |
| 3M | +13.2% | +84.6% | -71.4% | +11.5% |
| 6M | +38.3% | +446.9% | -408.7% | +29.8% |
| YTD | +38.9% | +129.0% | -90.1% | +31.4% |
| 1Y | +36.7% | +167.9% | -131.2% | +28.5% |
| 3Y | +76.6% | +93.9% | -17.4% | +49.7% |
| 5Y | +124.5% | -33.0% | +157.5% | +102.1% |
| All | +384.2% | +39.1% | +345.1% | +261.9% |
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