+35.8%
MSCI vs BAX
-18.0%
+53.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +17.8% | +4.1% | +13.7% | +17.2% |
| 3M | +15.2% | -4.5% | +19.7% | +15.6% |
| 6M | +16.5% | +49.2% | -32.8% | +11.7% |
| YTD | +16.4% | +35.2% | -18.9% | +11.6% |
| 1Y | +16.8% | +38.3% | -21.5% | +11.7% |
| 3Y | +35.8% | -19.0% | +54.8% | +32.0% |
| All | +35.8% | -18.0% | +53.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling