-11.4%
MSCI vs MDY
+47.1%
-58.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.2% |
| 7D | -2.1% | +1.0% | -3.1% | -2.9% |
| 30D | -1.7% | -3.1% | +1.4% | +0.9% |
| 3M | -8.2% | +1.8% | -10.1% | -10.2% |
| 6M | -2.4% | +10.8% | -13.2% | -11.8% |
| YTD | -2.8% | +14.4% | -17.3% | -15.0% |
| 1Y | -2.7% | +15.2% | -17.9% | -15.7% |
| 3Y | +7.3% | +51.2% | -43.9% | -32.0% |
| 5Y | -11.4% | +47.2% | -58.7% | -41.6% |
| All | -11.4% | +47.1% | -58.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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