+14.5%
FIX vs MSCI
+12.7%
+1.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.8% |
| 7D | -7.2% | +1.5% | -8.7% | -6.1% |
| 30D | -35.1% | +14.4% | -49.5% | -30.7% |
| 3M | -34.3% | +15.2% | -49.5% | -29.5% |
| 6M | -42.9% | +11.2% | -54.1% | -38.8% |
| YTD | +19.5% | +13.9% | +5.5% | +28.7% |
| All | +14.5% | +12.7% | +1.8% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling