+3.8%
MSCI vs BAX
-63.7%
+67.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +2.8% | +12.1% | -9.3% | +1.0% |
| 30D | +15.4% | +7.6% | +7.8% | +14.0% |
| 3M | +13.4% | -4.5% | +17.9% | +14.0% |
| 6M | +10.9% | +52.0% | -41.1% | +3.3% |
| YTD | +13.0% | +35.1% | -22.2% | +6.0% |
| 1Y | +12.0% | +43.7% | -31.7% | +3.8% |
| 3Y | +34.1% | -20.9% | +55.0% | +35.8% |
| All | +3.8% | -63.7% | +67.5% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling