+1,428.7%
MAR vs MSCI
+3,095.4%
-1,666.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | +4.3% | +2.8% | +1.5% | +3.1% |
| 30D | +16.8% | +15.4% | +1.4% | +10.0% |
| 3M | +16.0% | +13.4% | +2.6% | +9.8% |
| 6M | +16.5% | +10.9% | +5.5% | +10.3% |
| YTD | +35.0% | +13.0% | +22.1% | +25.4% |
| 1Y | +49.4% | +12.0% | +37.3% | +39.3% |
| 3Y | +124.1% | +34.1% | +90.0% | +88.0% |
| 5Y | +159.2% | +3.9% | +155.3% | +136.1% |
| 10Y | +553.9% | +802.0% | -248.1% | +111.9% |
| All | +1,428.7% | +3,095.4% | -1,666.7% | +165.8% |
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