-11.4%
MSCI vs MXL
+23.2%
-34.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.0% | -9.8% | -4.2% |
| 7D | -2.1% | +15.5% | -17.5% | -3.2% |
| 30D | -1.7% | -11.3% | +9.6% | -1.2% |
| 3M | -8.2% | -16.1% | +7.9% | -9.5% |
| 6M | -2.4% | +323.0% | -325.5% | -25.8% |
| YTD | -2.8% | +281.5% | -284.3% | -25.4% |
| 1Y | -2.7% | +319.3% | -322.0% | -27.2% |
| 3Y | +7.3% | +189.4% | -182.1% | -22.9% |
| 5Y | -11.4% | +26.0% | -37.4% | -21.6% |
| All | -11.4% | +23.2% | -34.6% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling