+13.7%
MSCI vs PL
-71.0%
+84.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.1% | +7.4% | -3.1% |
| 7D | +6.0% | -20.5% | +26.6% | +5.1% |
| 30D | +18.2% | -38.8% | +57.0% | +16.1% |
| 3M | +15.1% | -49.1% | +64.2% | +12.2% |
| 6M | +13.7% | -69.4% | +83.1% | +11.0% |
| All | +13.7% | -71.0% | +84.7% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling