+19.0%
MSCI vs M
+36.6%
-17.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.6% | -2.2% | +4.7% |
| 7D | +11.5% | +8.3% | +3.2% | +10.6% |
| 30D | +22.1% | +14.2% | +7.9% | +20.7% |
| 3M | +18.4% | -1.1% | +19.5% | +18.0% |
| 6M | +16.6% | +36.6% | -20.0% | +13.6% |
| YTD | +18.8% | +19.8% | -0.9% | +16.6% |
| 1Y | +19.0% | +37.2% | -18.2% | +15.1% |
| All | +19.0% | +36.6% | -17.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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