+2,417.1%
MSCI vs BR
+1,085.1%
+1,332.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +2.0% |
| 7D | +0.4% | -5.3% | +5.7% | +4.1% |
| 30D | +0.6% | +6.4% | -5.9% | -3.9% |
| 3M | -7.1% | +13.6% | -20.7% | -15.5% |
| 6M | +0.8% | -6.7% | +7.5% | +4.5% |
| YTD | +1.0% | -21.1% | +22.1% | +17.2% |
| 1Y | +4.3% | -29.6% | +33.9% | +30.9% |
| 3Y | +9.9% | -2.4% | +12.3% | +8.0% |
| 5Y | -6.8% | +11.2% | -18.0% | -16.8% |
| 10Y | +614.7% | +191.8% | +422.9% | +226.4% |
| All | +2,417.1% | +1,085.1% | +1,332.0% | +316.8% |
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