+2,781.3%
MSCI vs M
+61.2%
+2,720.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.1% | -1.6% |
| 7D | +6.0% | -2.1% | +8.2% | +6.5% |
| 30D | +18.2% | +7.7% | +10.5% | +16.4% |
| 3M | +15.1% | -4.4% | +19.5% | +15.8% |
| 6M | +13.7% | +27.5% | -13.8% | +7.5% |
| YTD | +15.6% | +12.8% | +2.9% | +11.3% |
| 1Y | +16.3% | +20.7% | -4.4% | +10.3% |
| 3Y | +36.9% | +111.3% | -74.4% | +9.6% |
| 5Y | +6.3% | -6.3% | +12.6% | -4.0% |
| 10Y | +823.0% | +1.5% | +821.5% | +584.5% |
| All | +2,781.3% | +61.2% | +2,720.1% | +1,410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling