+14.0%
MSCI vs MXL
-40.9%
+54.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.4% | -10.7% | +1.8% |
| 7D | -1.9% | +5.5% | -7.3% | -1.1% |
| 30D | +16.5% | -32.6% | +49.1% | +12.8% |
| 3M | +18.2% | -13.1% | +31.3% | +18.9% |
| 6M | +14.0% | -41.4% | +55.3% | +14.0% |
| All | +14.0% | -40.9% | +54.8% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling