+5.6%
MSCI vs S
-71.1%
+76.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +3.0% | +2.0% | +1.0% | +2.5% |
| 30D | +17.8% | -2.7% | +20.5% | +17.9% |
| 3M | +15.2% | -6.9% | +22.1% | +15.5% |
| 6M | +16.5% | +38.1% | -21.6% | +7.1% |
| YTD | +16.4% | +48.0% | -31.6% | +4.6% |
| 1Y | +16.8% | +34.5% | -17.7% | +6.7% |
| 3Y | +35.8% | +38.3% | -2.6% | +16.4% |
| All | +5.6% | -71.1% | +76.7% | +22.1% |
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