-7.5%
MSCI vs A
-12.8%
+5.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.4% | -1.9% | +2.3% | +1.2% |
| 30D | +0.6% | +6.9% | -6.4% | -2.7% |
| 3M | -7.1% | +9.2% | -16.3% | -11.4% |
| 6M | +0.8% | +25.7% | -24.8% | -11.0% |
| YTD | +1.0% | +11.5% | -10.5% | -5.7% |
| 1Y | +4.3% | +18.4% | -14.0% | -6.5% |
| 3Y | +9.9% | +26.6% | -16.7% | -11.6% |
| All | -7.5% | -12.8% | +5.3% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling