+12.0%
MSCI vs D
+19.8%
-7.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | +2.8% | +3.0% | -0.1% | +2.6% |
| 30D | +15.4% | +11.5% | +3.9% | +15.2% |
| 3M | +13.4% | +3.7% | +9.7% | +12.9% |
| 6M | +10.9% | +13.5% | -2.6% | +11.6% |
| YTD | +13.0% | +20.7% | -7.8% | +14.0% |
| 1Y | +12.0% | +18.2% | -6.2% | +13.1% |
| All | +12.0% | +19.8% | -7.8% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling