+2,417.1%
MSCI vs BG
+70.9%
+2,346.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +0.4% | +2.8% | -2.4% | -0.5% |
| 30D | +0.6% | +12.0% | -11.5% | -3.1% |
| 3M | -7.1% | -7.7% | +0.6% | -5.4% |
| 6M | +0.8% | +4.5% | -3.7% | -1.6% |
| YTD | +1.0% | +35.7% | -34.7% | -9.6% |
| 1Y | +4.3% | +50.1% | -45.8% | -10.3% |
| 3Y | +9.9% | +12.6% | -2.7% | +1.4% |
| 5Y | -6.8% | +75.4% | -82.2% | -28.0% |
| 10Y | +614.7% | +150.5% | +464.2% | +342.7% |
| All | +2,417.1% | +70.9% | +2,346.2% | +1,218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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