+57.2%
AA vs MSCI
+33.6%
+23.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.3% |
| 7D | +0.9% | +2.8% | -1.9% | +0.4% |
| 30D | -6.7% | +15.4% | -22.1% | -9.1% |
| 3M | -16.3% | +13.4% | -29.8% | -18.4% |
| 6M | -37.1% | +10.9% | -48.0% | -38.9% |
| YTD | -25.0% | +13.0% | -38.0% | -28.2% |
| 1Y | +8.6% | +12.0% | -3.5% | +4.3% |
| 3Y | +57.2% | +34.1% | +23.1% | +29.3% |
| All | +57.2% | +33.6% | +23.6% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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