+15.5%
MSCI vs M
+25.0%
-9.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -1.9% | -3.3% | +1.4% | -1.6% |
| 30D | +16.5% | +8.1% | +8.4% | +15.6% |
| 3M | +18.2% | +2.2% | +16.0% | +17.6% |
| 6M | +14.0% | +35.1% | -21.2% | +10.7% |
| YTD | +16.6% | +15.8% | +0.8% | +14.5% |
| All | +15.5% | +25.0% | -9.5% | +11.2% |
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