+4.9%
MSCI vs BR
+20.2%
-15.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | +1.5% | +4.4% | -3.0% | -1.5% |
| 30D | +14.4% | +16.3% | -1.9% | +3.1% |
| 3M | +15.2% | +16.2% | -1.0% | +3.4% |
| 6M | +11.2% | +30.3% | -19.1% | -8.5% |
| YTD | +13.9% | -12.2% | +26.1% | +23.9% |
| 1Y | +12.5% | -11.3% | +23.8% | +21.3% |
| 3Y | +32.3% | +15.2% | +17.0% | +12.3% |
| 5Y | +4.9% | +18.0% | -13.2% | -15.2% |
| All | +4.9% | +20.2% | -15.3% | -15.2% |
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