+2,417.1%
MSCI vs M
+52.3%
+2,364.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +0.4% | +4.7% | -4.3% | -0.5% |
| 30D | +0.6% | -9.6% | +10.2% | +2.5% |
| 3M | -7.1% | +0.9% | -7.9% | -7.7% |
| 6M | +0.8% | +22.3% | -21.4% | -3.9% |
| YTD | +1.0% | +6.5% | -5.5% | -1.5% |
| 1Y | +4.3% | +38.8% | -34.5% | -3.9% |
| 3Y | +9.9% | +115.9% | -106.0% | -12.4% |
| 5Y | -6.8% | +28.6% | -35.4% | -21.9% |
| 10Y | +614.7% | -2.5% | +617.2% | +433.2% |
| All | +2,417.1% | +52.3% | +2,364.8% | +1,236.6% |
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