-1.8%
MSCI vs AS
+120.4%
-122.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.7% |
| 7D | +0.4% | -4.9% | +5.3% | +1.0% |
| 30D | +0.6% | -19.6% | +20.2% | +3.3% |
| 3M | -7.1% | -14.4% | +7.3% | -5.3% |
| 6M | +0.8% | -20.1% | +21.0% | +3.3% |
| YTD | +1.0% | -20.9% | +21.9% | +3.4% |
| 1Y | +4.3% | -21.9% | +26.2% | +6.7% |
| All | -1.8% | +120.4% | -122.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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