+9.1%
MSCI vs ALM
+456.2%
-447.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.9% | -7.2% | +5.3% | -1.8% |
| 30D | +16.5% | -26.4% | +42.8% | +17.1% |
| 3M | +18.2% | -38.6% | +56.8% | +19.0% |
| 6M | +14.0% | -61.0% | +75.0% | +15.8% |
| YTD | +16.6% | -7.4% | +24.0% | +14.7% |
| 1Y | +14.8% | +14.0% | +0.9% | +12.0% |
| 3Y | +33.3% | +844.4% | -811.2% | +23.1% |
| 5Y | +9.1% | +410.8% | -401.7% | +1.1% |
| All | +9.1% | +456.2% | -447.2% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling