+5.6%
MSCI vs M
-3.3%
+8.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +3.0% | +7.0% | -4.0% | +1.8% |
| 30D | +17.8% | +8.9% | +8.9% | +16.1% |
| 3M | +15.2% | +4.5% | +10.7% | +14.1% |
| 6M | +16.5% | +36.2% | -19.7% | +10.0% |
| YTD | +16.4% | +15.1% | +1.2% | +12.4% |
| 1Y | +16.8% | +27.4% | -10.6% | +10.7% |
| 3Y | +35.8% | +160.1% | -124.4% | +5.5% |
| All | +5.6% | -3.3% | +8.9% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling