+2,781.3%
MSCI vs CP
+804.2%
+1,977.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +6.0% | +6.1% | -0.1% | +3.1% |
| 30D | +18.2% | +9.8% | +8.4% | +13.0% |
| 3M | +15.1% | +2.7% | +12.4% | +13.4% |
| 6M | +13.7% | +12.8% | +1.0% | +6.7% |
| YTD | +15.6% | +28.2% | -12.6% | +0.8% |
| 1Y | +16.3% | +34.1% | -17.8% | -1.0% |
| 3Y | +36.9% | +28.9% | +8.0% | +15.7% |
| 5Y | +6.3% | +27.1% | -20.8% | -10.1% |
| 10Y | +823.0% | +264.8% | +558.2% | +354.7% |
| All | +2,781.3% | +804.2% | +1,977.0% | +641.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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