+62.6%
MSCI vs COMP
-56.6%
+119.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.2% | +5.4% | -1.6% |
| 7D | +6.0% | -1.8% | +7.9% | +6.3% |
| 30D | +18.2% | -0.8% | +19.0% | +18.2% |
| 3M | +15.1% | -28.1% | +43.2% | +20.2% |
| 6M | +13.7% | +27.0% | -13.3% | +8.3% |
| YTD | +15.6% | -12.8% | +28.4% | +15.0% |
| 1Y | +16.3% | +4.9% | +11.4% | +12.4% |
| 3Y | +36.9% | +321.0% | -284.1% | -1.7% |
| 5Y | +6.3% | -25.6% | +31.9% | -10.7% |
| All | +62.6% | -56.6% | +119.2% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling