+6.3%
MSCI vs P
+237.3%
-231.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -16.4% | +13.7% | -0.8% |
| 7D | +6.0% | -31.9% | +37.9% | +10.6% |
| 30D | +18.2% | -36.5% | +54.7% | +24.0% |
| 3M | +15.1% | +11.6% | +3.5% | +11.5% |
| 6M | +13.7% | +25.2% | -11.5% | +6.7% |
| YTD | +15.6% | +39.4% | -23.8% | +5.5% |
| 1Y | +16.3% | -3.7% | +20.0% | +11.9% |
| 3Y | +36.9% | +167.3% | -130.4% | -8.3% |
| 5Y | +6.3% | +237.3% | -231.0% | -36.8% |
| All | +6.3% | +237.3% | -231.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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