+6.3%
MSCI vs PL
+11.6%
-5.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.1% | +7.4% | -1.7% |
| 7D | +6.0% | -20.5% | +26.6% | +8.3% |
| 30D | +18.2% | -38.8% | +57.0% | +23.7% |
| 3M | +15.1% | -49.1% | +64.2% | +22.4% |
| 6M | +13.7% | -69.4% | +83.1% | +25.5% |
| YTD | +15.6% | -42.3% | +57.9% | +16.0% |
| 1Y | +16.3% | -14.2% | +30.5% | +9.9% |
| 3Y | +36.9% | +398.7% | -361.8% | -9.8% |
| 5Y | +6.3% | +11.1% | -4.8% | -13.6% |
| All | +6.3% | +11.6% | -5.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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