+12.0%
MSCI vs ALM
+31.8%
-19.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.2% |
| 7D | +2.8% | -6.7% | +9.5% | +2.7% |
| 30D | +15.4% | -32.9% | +48.3% | +14.3% |
| 3M | +13.4% | -39.5% | +52.9% | +12.1% |
| 6M | +10.9% | -62.0% | +72.9% | +10.0% |
| YTD | +13.0% | -7.8% | +20.8% | +12.0% |
| 1Y | +12.0% | +26.7% | -14.6% | +11.1% |
| All | +12.0% | +31.8% | -19.8% | +11.1% |
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