+34.1%
MSCI vs AR
+19.9%
+14.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.2% |
| 7D | +2.8% | -14.3% | +17.1% | +3.7% |
| 30D | +15.4% | +1.4% | +14.0% | +15.1% |
| 3M | +13.4% | +3.4% | +10.0% | +12.9% |
| 6M | +10.9% | -2.1% | +13.0% | +10.7% |
| YTD | +13.0% | +4.7% | +8.3% | +11.8% |
| 1Y | +12.0% | +10.6% | +1.5% | +10.2% |
| 3Y | +34.1% | +24.6% | +9.5% | +27.1% |
| All | +34.1% | +19.9% | +14.2% | +27.1% |
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