+10.9%
MSCI vs Q
-20.9%
+31.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.3% | -8.6% | -1.3% |
| 7D | +2.8% | +0.3% | +2.5% | +3.0% |
| 30D | +15.4% | -9.8% | +25.2% | +13.9% |
| 3M | +13.4% | -12.2% | +25.6% | +11.4% |
| 6M | +10.9% | -21.6% | +32.5% | +7.7% |
| All | +10.9% | -20.9% | +31.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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