-10.1%
MSCI vs AU
+688.4%
-698.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -1.2% | +12.3% | -13.5% | -2.0% |
| 3M | -8.4% | +29.4% | -37.8% | -10.1% |
| 6M | -1.0% | +3.2% | -4.3% | -1.7% |
| YTD | -2.3% | +31.8% | -34.1% | -5.3% |
| 1Y | -1.2% | +83.4% | -84.6% | -7.4% |
| 3Y | +7.9% | +623.1% | -615.2% | -16.1% |
| 5Y | -10.1% | +700.5% | -710.6% | -33.8% |
| All | -10.1% | +688.4% | -698.5% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling