-7.1%
MSCI vs Z
-4.9%
-2.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +0.4% | -3.0% | +3.4% | +1.4% |
| 30D | +0.6% | -4.2% | +4.7% | +1.8% |
| 3M | -7.1% | -3.7% | -3.4% | -6.5% |
| All | -7.1% | -4.9% | -2.2% | -6.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling