+2,417.1%
MSCI vs BAX
+16.3%
+2,400.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | +0.6% | -5.5% | +6.0% | +2.7% |
| 3M | -7.1% | +33.5% | -40.6% | -17.9% |
| 6M | +0.8% | +35.9% | -35.0% | -12.4% |
| YTD | +1.0% | +35.4% | -34.4% | -13.8% |
| 1Y | +4.3% | +9.8% | -5.4% | -4.0% |
| 3Y | +9.9% | -32.7% | +42.7% | +19.1% |
| 5Y | -6.8% | -65.6% | +58.8% | +40.2% |
| 10Y | +614.7% | -34.9% | +649.6% | +619.2% |
| All | +2,417.1% | +16.3% | +2,400.8% | +1,682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling