+2,800.3%
MSCI vs AU
+142.8%
+2,657.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +3.0% | -7.2% | +10.2% | +3.7% |
| 30D | +17.8% | -2.9% | +20.7% | +17.9% |
| 3M | +15.2% | -8.7% | +23.9% | +15.7% |
| 6M | +16.5% | -14.1% | +30.6% | +17.2% |
| YTD | +16.4% | +4.8% | +11.6% | +13.7% |
| 1Y | +16.8% | +11.9% | +4.9% | +13.3% |
| 3Y | +35.8% | +513.8% | -478.0% | +7.5% |
| 5Y | +7.0% | +379.3% | -372.3% | -14.9% |
| 10Y | +818.6% | +837.1% | -18.5% | +543.1% |
| All | +2,800.3% | +142.8% | +2,657.6% | +1,698.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling