-7.5%
MSCI vs COMP
-31.2%
+23.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +0.6% | -13.3% | +13.9% | +2.5% |
| 3M | -7.1% | +41.1% | -48.2% | -12.1% |
| 6M | +0.8% | +17.2% | -16.3% | -3.2% |
| YTD | +1.0% | +5.2% | -4.2% | -2.0% |
| 1Y | +4.3% | +18.9% | -14.6% | -1.4% |
| 3Y | +9.9% | +215.9% | -206.0% | -17.5% |
| All | -7.5% | -31.2% | +23.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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