-10.6%
MSCI vs BR
+7.9%
-18.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.1% |
| 7D | -2.1% | -5.9% | +3.9% | +2.1% |
| 30D | -1.7% | +1.9% | -3.6% | -3.2% |
| 3M | -8.2% | +14.7% | -22.9% | -17.2% |
| 6M | -2.4% | -12.8% | +10.3% | +6.4% |
| YTD | -2.8% | -23.0% | +20.2% | +15.8% |
| 1Y | -2.7% | -31.7% | +29.0% | +26.4% |
| 3Y | +7.3% | -4.8% | +12.1% | +5.2% |
| All | -10.6% | +7.9% | -18.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling