-31.0%
AA vs MSCI
+2,756.4%
-2,787.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +5.0% | +0.6% | +4.4% | +4.3% |
| 3M | -35.8% | -7.1% | -28.7% | -34.4% |
| 6M | -18.4% | +0.8% | -19.2% | -20.8% |
| YTD | -5.5% | +1.0% | -6.5% | -9.3% |
| 1Y | +61.0% | +4.3% | +56.6% | +50.6% |
| 3Y | +66.2% | +9.9% | +56.3% | +46.5% |
| 5Y | +11.4% | -6.8% | +18.1% | +4.7% |
| 10Y | +116.9% | +614.7% | -497.8% | -40.8% |
| All | -31.0% | +2,756.4% | -2,787.4% | -92.5% |
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