+13.7%
MSCI vs AS
-8.7%
+22.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | +6.0% | +7.1% | -1.1% | +4.5% |
| 30D | +18.2% | +12.8% | +5.4% | +15.0% |
| 3M | +15.1% | -14.7% | +29.8% | +19.7% |
| 6M | +13.7% | -9.9% | +23.7% | +17.3% |
| All | +13.7% | -8.7% | +22.4% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling