+37.2%
MSCI vs CAPR
+200.7%
-163.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -2.7% |
| 7D | +6.0% | +29.7% | -23.7% | +6.0% |
| 30D | +18.2% | +11.0% | +7.2% | +18.2% |
| 3M | +15.1% | +118.8% | -103.7% | +14.9% |
| 6M | +13.7% | -73.9% | +87.6% | +13.9% |
| YTD | +15.6% | -70.2% | +85.8% | +15.7% |
| 1Y | +16.3% | +38.3% | -21.9% | +14.6% |
| All | +37.2% | +200.7% | -163.5% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling