+74.4%
MSI vs REPL
+48.4%
+26.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.5% |
| 7D | +4.7% | +22.8% | -18.1% | +4.7% |
| 30D | +14.8% | +63.8% | -49.0% | +14.9% |
| 3M | +8.8% | +68.1% | -59.3% | +9.0% |
| 6M | +19.3% | +528.5% | -509.2% | +20.3% |
| YTD | +35.3% | +122.4% | -87.1% | +36.8% |
| 1Y | +33.8% | +154.4% | -120.6% | +35.1% |
| 3Y | +74.4% | +68.0% | +6.4% | +73.3% |
| All | +74.4% | +48.4% | +26.0% | +73.3% |
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