+800.7%
MSCI vs ALM
+2,040.7%
-1,240.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +1.8% |
| 7D | +2.7% | -6.3% | +9.0% | +2.8% |
| 30D | +16.2% | -31.4% | +47.7% | +17.3% |
| 3M | +17.1% | -40.6% | +57.7% | +18.3% |
| 6M | +13.0% | -58.6% | +71.6% | +15.0% |
| YTD | +15.8% | -7.6% | +23.4% | +14.2% |
| 1Y | +15.5% | +13.8% | +1.6% | +13.0% |
| 3Y | +32.3% | +842.1% | -809.8% | +19.4% |
| 5Y | +8.2% | +407.4% | -399.2% | -1.6% |
| 10Y | +800.7% | +2,079.4% | -1,278.7% | +669.3% |
| All | +800.7% | +2,040.7% | -1,240.0% | +669.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling