+37.2%
MSCI vs AR
+20.9%
+16.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.6% |
| 7D | +6.0% | -11.7% | +17.7% | +6.7% |
| 30D | +18.2% | +1.8% | +16.4% | +17.8% |
| 3M | +15.1% | +6.0% | +9.1% | +14.4% |
| 6M | +13.7% | -7.0% | +20.8% | +13.9% |
| YTD | +15.6% | +5.6% | +10.0% | +14.3% |
| 1Y | +16.3% | +10.8% | +5.5% | +14.4% |
| All | +37.2% | +20.9% | +16.3% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling