+35.1%
MSCI vs A
+68.2%
-33.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | +16.2% | +4.3% | +11.9% | +15.2% |
| 3M | +17.1% | +19.8% | -2.7% | +12.5% |
| 6M | +13.0% | +54.4% | -41.4% | +2.0% |
| YTD | +15.8% | +31.7% | -15.9% | +8.3% |
| 1Y | +15.5% | +22.4% | -7.0% | +10.0% |
| All | +35.1% | +68.2% | -33.2% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling