+633.5%
MSCI vs BAX
-34.3%
+667.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +0.6% | -5.5% | +6.0% | +2.2% |
| 3M | -7.1% | +33.5% | -40.6% | -15.3% |
| 6M | +0.8% | +35.9% | -35.0% | -9.2% |
| YTD | +1.0% | +35.4% | -34.4% | -10.3% |
| 1Y | +4.3% | +9.8% | -5.4% | -1.6% |
| 3Y | +9.9% | -32.7% | +42.7% | +19.2% |
| 5Y | -6.8% | -65.6% | +58.8% | +38.3% |
| All | +633.5% | -34.3% | +667.8% | +704.6% |
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