+19.0%
MSCI vs A
+24.4%
-5.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.3% |
| 7D | +11.5% | -2.4% | +13.8% | +11.7% |
| 30D | +22.1% | +3.6% | +18.5% | +21.5% |
| 3M | +18.4% | +27.5% | -9.1% | +14.9% |
| 6M | +16.6% | +58.5% | -41.8% | +8.5% |
| YTD | +18.8% | +31.2% | -12.3% | +14.2% |
| 1Y | +19.0% | +22.2% | -3.2% | +16.0% |
| All | +19.0% | +24.4% | -5.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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