-45.3%
AA vs MSCI
+3,095.4%
-3,140.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +4.1% |
| 7D | +0.9% | +2.8% | -1.9% | -0.6% |
| 30D | -6.7% | +15.4% | -22.1% | -13.9% |
| 3M | -16.3% | +13.4% | -29.8% | -22.6% |
| 6M | -37.1% | +10.9% | -48.0% | -42.0% |
| YTD | -25.0% | +13.0% | -38.0% | -32.6% |
| 1Y | +8.6% | +12.0% | -3.5% | -2.0% |
| 3Y | +57.2% | +34.1% | +23.1% | +23.3% |
| 5Y | -13.0% | +3.9% | -16.9% | -22.7% |
| 10Y | +65.5% | +802.0% | -736.5% | -60.6% |
| All | -45.3% | +3,095.4% | -3,140.6% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling