+12.0%
MSCI vs BAX
+44.0%
-32.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | +2.8% | +12.1% | -9.3% | +1.9% |
| 30D | +15.4% | +7.6% | +7.8% | +14.6% |
| 3M | +13.4% | -4.5% | +17.9% | +13.7% |
| 6M | +10.9% | +52.0% | -41.1% | +8.2% |
| YTD | +13.0% | +35.1% | -22.2% | +7.0% |
| 1Y | +12.0% | +43.7% | -31.7% | +4.5% |
| All | +12.0% | +44.0% | -32.0% | +4.5% |
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