+2,785.5%
MSCI vs BR
+1,222.8%
+1,562.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +2.7% | +5.0% | -2.3% | -0.7% |
| 30D | +16.2% | +16.6% | -0.4% | +4.6% |
| 3M | +17.1% | +12.0% | +5.1% | +8.0% |
| 6M | +13.0% | +30.7% | -17.7% | -6.9% |
| YTD | +15.8% | -11.9% | +27.7% | +24.4% |
| 1Y | +15.5% | -11.6% | +27.0% | +23.7% |
| 3Y | +32.3% | +15.0% | +17.3% | +16.0% |
| 5Y | +8.2% | +18.1% | -9.9% | -7.4% |
| 10Y | +800.7% | +278.6% | +522.1% | +245.8% |
| All | +2,785.5% | +1,222.8% | +1,562.7% | +342.4% |
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