+2,739.7%
MSCI vs BG
+45.7%
+2,694.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | +1.5% | +7.4% | -5.9% | -0.7% |
| 30D | +14.4% | -1.5% | +15.9% | +14.7% |
| 3M | +15.2% | -6.1% | +21.3% | +16.6% |
| 6M | +11.2% | -18.0% | +29.2% | +16.8% |
| YTD | +13.9% | +15.6% | -1.7% | +6.6% |
| 1Y | +12.5% | +9.6% | +2.9% | +7.0% |
| 3Y | +32.3% | +6.3% | +26.0% | +23.4% |
| 5Y | +4.9% | +24.6% | -19.7% | -9.7% |
| 10Y | +779.7% | +98.1% | +681.6% | +487.7% |
| All | +2,739.7% | +45.7% | +2,694.0% | +1,454.8% |
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