+4.3%
MSCI vs ALM
+318.3%
-314.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | +0.6% | +32.0% | -31.4% | +0.3% |
| 3M | -7.1% | -15.0% | +8.0% | -6.2% |
| 6M | +0.8% | -10.1% | +11.0% | +0.9% |
| YTD | +1.0% | +99.4% | -98.4% | -4.6% |
| 1Y | +4.3% | +316.4% | -312.0% | -11.7% |
| All | +4.3% | +318.3% | -314.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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