+7.3%
MSCI vs AU
+624.5%
-617.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.6% | -3.7% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -1.7% | +12.8% | -14.5% | -2.0% |
| 3M | -8.2% | +28.5% | -36.7% | -8.8% |
| 6M | -2.4% | +4.8% | -7.3% | -2.6% |
| YTD | -2.8% | +31.0% | -33.8% | -4.1% |
| 1Y | -2.7% | +81.4% | -84.1% | -5.5% |
| 3Y | +7.3% | +618.4% | -611.1% | -8.3% |
| All | +7.3% | +624.5% | -617.2% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling