+25.0%
MSCI vs PL
+84.9%
-59.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +0.4% | -9.3% | +9.7% | +1.3% |
| 30D | +0.6% | -18.9% | +19.5% | +2.6% |
| 3M | -7.1% | -58.4% | +51.3% | +0.6% |
| 6M | +0.8% | -30.3% | +31.1% | +1.1% |
| YTD | +1.0% | -8.1% | +9.1% | -2.8% |
| 1Y | +4.3% | +180.5% | -176.2% | -15.3% |
| 3Y | +9.9% | +444.1% | -434.2% | -25.5% |
| 5Y | -6.8% | +83.0% | -89.8% | -29.6% |
| All | +25.0% | +84.9% | -59.9% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling