+1,804.3%
MSCI vs ALM
+7,705.7%
-5,901.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | -7.1% | -15.0% | +8.0% | -7.1% |
| 6M | +0.8% | -10.1% | +11.0% | +0.8% |
| YTD | +1.0% | +99.4% | -98.4% | +0.9% |
| 1Y | +4.3% | +316.4% | -312.0% | +4.1% |
| 3Y | +9.9% | +2,022.0% | -2,012.0% | +9.6% |
| 5Y | -6.8% | +941.2% | -947.9% | -7.1% |
| 10Y | +614.7% | +2,950.3% | -2,335.7% | +612.6% |
| All | +1,804.3% | +7,705.7% | -5,901.5% | +1,814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling