+19.0%
MSCI vs Z
-54.2%
+73.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.4% | -4.0% | +3.2% |
| 7D | +11.5% | +10.2% | +1.3% | +9.0% |
| 30D | +22.1% | +23.7% | -1.6% | +16.2% |
| 3M | +18.4% | -6.6% | +25.0% | +19.3% |
| 6M | +16.6% | -23.0% | +39.6% | +19.8% |
| YTD | +18.8% | -50.3% | +69.1% | +29.0% |
| 1Y | +19.0% | -53.6% | +72.6% | +29.4% |
| All | +19.0% | -54.2% | +73.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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