-7.5%
MSCI vs S
-71.4%
+63.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.4% | -7.7% | +8.1% | +2.0% |
| 30D | +0.6% | -5.3% | +5.9% | +1.3% |
| 3M | -7.1% | +20.3% | -27.3% | -11.1% |
| 6M | +0.8% | +47.4% | -46.5% | -8.0% |
| YTD | +1.0% | +32.5% | -31.5% | -6.2% |
| 1Y | +4.3% | +9.5% | -5.2% | +0.1% |
| 3Y | +9.9% | +15.5% | -5.6% | -1.1% |
| All | -7.5% | -71.4% | +63.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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