+11.8%
MSCI vs XE
-63.2%
+75.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | +2.7% | +6.2% | -3.6% | +2.9% |
| 30D | +17.4% | -4.8% | +22.2% | +17.5% |
| 3M | +14.8% | -51.3% | +66.1% | +12.6% |
| 6M | +16.1% | -64.2% | +80.4% | +13.9% |
| All | +11.8% | -63.2% | +75.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · 6 months rolling