+4.3%
MSCI vs BR
-29.1%
+33.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.6% |
| 7D | +0.4% | -5.3% | +5.7% | +3.5% |
| 30D | +0.6% | +6.4% | -5.9% | -3.3% |
| 3M | -7.1% | +13.6% | -20.7% | -14.6% |
| 6M | +0.8% | -6.7% | +7.5% | +4.9% |
| YTD | +1.0% | -21.1% | +22.1% | +17.6% |
| 1Y | +4.3% | -29.6% | +33.9% | +42.3% |
| All | +4.3% | -29.1% | +33.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling