-17.4%
AA vs MSCI
+6.7%
-24.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.3% |
| 7D | +0.5% | +3.0% | -2.5% | -0.8% |
| 30D | -0.6% | +17.8% | -18.4% | -7.7% |
| 3M | -19.7% | +15.2% | -34.8% | -25.0% |
| 6M | -41.6% | +16.5% | -58.1% | -46.6% |
| YTD | -24.6% | +16.4% | -41.0% | -32.1% |
| 1Y | +4.9% | +16.8% | -11.9% | -5.7% |
| 3Y | +66.8% | +35.8% | +31.1% | +30.6% |
| All | -17.4% | +6.7% | -24.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling