+156.4%
MAR vs MSCI
-10.9%
+167.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.0% |
| 7D | -1.7% | -2.1% | +0.4% | -1.0% |
| 30D | -6.9% | -1.7% | -5.2% | -6.4% |
| 3M | -15.8% | -8.2% | -7.6% | -13.8% |
| 6M | +1.9% | -2.4% | +4.4% | +1.8% |
| YTD | +6.6% | -2.8% | +9.4% | +5.8% |
| 1Y | +23.7% | -2.7% | +26.3% | +22.0% |
| 3Y | +64.6% | +7.3% | +57.3% | +52.7% |
| 5Y | +156.4% | -11.4% | +167.8% | +135.9% |
| All | +156.4% | -10.9% | +167.2% | +135.9% |
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 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