+19.0%
MSCI vs MXL
+276.5%
-257.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -11.1% | +16.5% | +4.8% |
| 7D | +11.5% | -24.3% | +35.8% | +10.1% |
| 30D | +22.1% | -46.1% | +68.2% | +19.1% |
| 3M | +18.4% | -21.8% | +40.2% | +17.8% |
| 6M | +16.6% | -27.2% | +43.9% | +16.0% |
| YTD | +18.8% | +226.2% | -207.3% | +19.5% |
| 1Y | +19.0% | +297.0% | -278.0% | +19.5% |
| All | +19.0% | +276.5% | -257.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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