+14.0%
MSCI vs S
-56.8%
+70.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.4% | -7.7% | +8.1% | +1.9% |
| 30D | +0.6% | -5.3% | +5.9% | +1.3% |
| 3M | -7.1% | +20.3% | -27.3% | -11.0% |
| 6M | +0.8% | +47.4% | -46.5% | -7.7% |
| YTD | +1.0% | +32.5% | -31.5% | -6.0% |
| 1Y | +4.3% | +9.5% | -5.2% | +0.3% |
| 3Y | +9.9% | +15.5% | -5.6% | -0.6% |
| 5Y | -6.8% | -71.2% | +64.4% | -1.3% |
| All | +14.0% | -56.8% | +70.8% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling