+457.1%
ADSK vs MSCI
+3,191.3%
-2,734.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.2% |
| 7D | +1.0% | +3.0% | -2.0% | -0.6% |
| 30D | +14.4% | +17.8% | -3.4% | +4.9% |
| 3M | +2.5% | +15.2% | -12.7% | -4.9% |
| 6M | +14.5% | +16.5% | -2.0% | +5.3% |
| YTD | -10.7% | +16.4% | -27.0% | -18.1% |
| 1Y | -11.0% | +16.8% | -27.8% | -18.7% |
| 3Y | +25.9% | +35.8% | -9.9% | +2.7% |
| 5Y | -19.7% | +7.0% | -26.7% | -26.1% |
| 10Y | +258.2% | +818.6% | -560.3% | +15.6% |
| All | +457.1% | +3,191.3% | -2,734.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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