+2,762.0%
MSCI vs BR
+1,212.6%
+1,549.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -0.7% | -1.3% | +0.6% | +0.2% |
| 30D | +16.2% | +13.7% | +2.5% | +6.4% |
| 3M | +16.1% | +13.8% | +2.3% | +6.0% |
| 6M | +12.9% | +29.7% | -16.8% | -6.5% |
| YTD | +14.8% | -12.6% | +27.4% | +24.1% |
| 1Y | +13.8% | -12.4% | +26.2% | +22.7% |
| 3Y | +31.2% | +14.1% | +17.1% | +15.6% |
| 5Y | +5.6% | +18.7% | -13.1% | -9.9% |
| 10Y | +806.4% | +276.2% | +530.2% | +249.5% |
| All | +2,762.0% | +1,212.6% | +1,549.4% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling