+605.8%
MSCI vs BAX
-36.7%
+642.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.7% |
| 7D | -2.1% | -2.4% | +0.4% | -1.4% |
| 30D | -1.7% | -9.7% | +8.0% | +1.2% |
| 3M | -8.2% | +29.3% | -37.5% | -15.5% |
| 6M | -2.4% | +40.7% | -43.1% | -13.1% |
| YTD | -2.8% | +30.3% | -33.1% | -12.7% |
| 1Y | -2.7% | +3.4% | -6.1% | -6.4% |
| 3Y | +7.3% | -32.0% | +39.3% | +15.1% |
| 5Y | -11.4% | -66.9% | +55.4% | +32.9% |
| 10Y | +605.8% | -37.1% | +642.9% | +683.1% |
| All | +605.8% | -36.7% | +642.6% | +683.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling