+19.0%
MSCI vs BAX
+46.0%
-27.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +5.0% |
| 7D | +11.5% | +4.1% | +7.4% | +11.0% |
| 30D | +22.1% | +9.4% | +12.7% | +21.0% |
| 3M | +18.4% | -6.5% | +24.9% | +18.8% |
| 6M | +16.6% | +59.6% | -43.0% | +13.4% |
| YTD | +18.8% | +38.9% | -20.0% | +12.3% |
| 1Y | +19.0% | +48.0% | -29.0% | +10.7% |
| All | +19.0% | +46.0% | -27.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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