+4.3%
MSCI vs AU
+100.5%
-96.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | +0.4% | -3.6% | +4.0% | +0.4% |
| 30D | +0.6% | +23.9% | -23.3% | +0.7% |
| 3M | -7.1% | +19.1% | -26.2% | -6.7% |
| 6M | +0.8% | -0.2% | +1.0% | +1.4% |
| YTD | +1.0% | +32.5% | -31.5% | +0.5% |
| 1Y | +4.3% | +96.9% | -92.6% | -1.7% |
| All | +4.3% | +100.5% | -96.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling