+13.7%
MSCI vs M
+25.7%
-12.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -0.1% |
| 7D | +1.5% | +2.5% | -1.1% | +1.1% |
| 30D | +14.4% | +10.1% | +4.3% | +13.4% |
| 3M | +15.2% | -0.9% | +16.1% | +14.8% |
| 6M | +11.2% | +30.2% | -18.9% | +8.4% |
| YTD | +13.9% | +16.3% | -2.4% | +11.9% |
| All | +13.7% | +25.7% | -12.0% | +10.0% |
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