+3.8%
MSCI vs S
-67.4%
+71.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.6% |
| 7D | +2.8% | -13.4% | +16.3% | +5.6% |
| 30D | +15.4% | -14.0% | +29.4% | +18.4% |
| 3M | +13.4% | +4.9% | +8.5% | +11.0% |
| 6M | +10.9% | +42.0% | -31.1% | +1.4% |
| YTD | +13.0% | +45.1% | -32.2% | +2.1% |
| 1Y | +12.0% | +33.1% | -21.0% | +2.6% |
| 3Y | +34.1% | +40.6% | -6.5% | +14.7% |
| All | +3.8% | -67.4% | +71.2% | +17.0% |
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