+1,002.2%
MSCI vs Z
+9.5%
+992.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.6% | +7.9% | -0.3% |
| 7D | +6.0% | -2.3% | +8.3% | +6.4% |
| 30D | +18.2% | +9.4% | +8.8% | +15.4% |
| 3M | +15.1% | -16.1% | +31.2% | +18.8% |
| 6M | +13.7% | -30.4% | +44.2% | +22.0% |
| YTD | +15.6% | -55.6% | +71.2% | +35.9% |
| 1Y | +16.3% | -58.5% | +74.9% | +38.4% |
| 3Y | +36.9% | -19.6% | +56.5% | +33.4% |
| 5Y | +6.3% | -54.1% | +60.4% | +12.1% |
| 10Y | +823.0% | -12.1% | +835.1% | +644.7% |
| All | +1,002.2% | +9.5% | +992.7% | +725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling