+5.6%
MSCI vs Z
-53.4%
+59.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +0.4% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | +17.8% | +5.2% | +12.6% | +15.7% |
| 3M | +15.2% | -17.0% | +32.2% | +19.8% |
| 6M | +16.5% | -22.7% | +39.1% | +22.7% |
| YTD | +16.4% | -56.3% | +72.7% | +40.2% |
| 1Y | +16.8% | -57.7% | +74.5% | +41.4% |
| 3Y | +35.8% | -16.5% | +52.3% | +25.5% |
| All | +5.6% | -53.4% | +59.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling