+53.5%
BE vs MSCI
+1.9%
+51.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.1% |
| 7D | +20.0% | +0.4% | +19.6% | +20.1% |
| 30D | +7.9% | +0.6% | +7.4% | +8.6% |
| 3M | -13.2% | -7.1% | -6.1% | -15.8% |
| 6M | +53.5% | +0.8% | +52.6% | +53.9% |
| All | +53.5% | +1.9% | +51.6% | +53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling