+13.8%
MSCI vs CAPR
+65.7%
-51.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.7% | +7.2% | -1.5% |
| 7D | -0.7% | +19.1% | -19.7% | -0.6% |
| 30D | +16.2% | +48.8% | -32.7% | +16.4% |
| 3M | +16.1% | +144.4% | -128.3% | +16.6% |
| 6M | +12.9% | -67.5% | +80.4% | +12.9% |
| YTD | +14.8% | -64.5% | +79.3% | +14.9% |
| 1Y | +13.8% | +74.4% | -60.7% | +13.9% |
| All | +13.8% | +65.7% | -51.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling