+10.9%
MSCI vs A
+46.4%
-35.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | +15.4% | +3.4% | +12.1% | +15.1% |
| 3M | +13.4% | +23.8% | -10.4% | +11.5% |
| 6M | +10.9% | +49.0% | -38.1% | +5.5% |
| All | +10.9% | +46.4% | -35.5% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling