+4.9%
MSCI vs CAPR
+160.6%
-155.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.6% | +0.8% |
| 7D | +1.5% | +36.0% | -34.6% | +1.2% |
| 30D | +14.4% | +25.8% | -11.4% | +14.2% |
| 3M | +15.2% | +140.8% | -125.6% | +14.2% |
| 6M | +11.2% | -67.6% | +78.8% | +11.6% |
| YTD | +13.9% | -65.9% | +79.8% | +14.1% |
| 1Y | +12.5% | +66.1% | -53.6% | +7.7% |
| 3Y | +32.3% | +256.9% | -224.6% | +7.6% |
| 5Y | +4.9% | +172.1% | -167.2% | -19.1% |
| All | +4.9% | +160.6% | -155.7% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling