+2,781.3%
MSCI vs CAPR
-99.7%
+2,881.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -2.7% |
| 7D | +6.0% | +29.7% | -23.7% | +5.7% |
| 30D | +18.2% | +11.0% | +7.2% | +18.0% |
| 3M | +15.1% | +118.8% | -103.7% | +13.8% |
| 6M | +13.7% | -73.9% | +87.6% | +14.4% |
| YTD | +15.6% | -70.2% | +85.8% | +16.0% |
| 1Y | +16.3% | +38.3% | -21.9% | +11.3% |
| 3Y | +36.9% | +199.7% | -162.8% | +27.0% |
| 5Y | +6.3% | +130.6% | -124.3% | -1.8% |
| 10Y | +823.0% | -68.5% | +891.5% | +726.8% |
| All | +2,781.3% | -99.7% | +2,881.0% | +2,415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling