-7.5%
MSCI vs Z
-64.8%
+57.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +0.4% | -3.0% | +3.4% | +1.1% |
| 30D | +0.6% | -4.2% | +4.7% | +1.4% |
| 3M | -7.1% | -3.7% | -3.4% | -6.7% |
| 6M | +0.8% | -24.5% | +25.3% | +6.8% |
| YTD | +1.0% | -49.3% | +50.3% | +17.0% |
| 1Y | +4.3% | -58.7% | +63.0% | +26.4% |
| 3Y | +9.9% | -34.1% | +44.1% | +12.4% |
| All | -7.5% | -64.8% | +57.3% | -7.1% |
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