+27.0%
ALL vs MSCI
+4.9%
+22.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -1.5% | +0.6% | -2.0% | -1.6% |
| 3M | +23.6% | -7.1% | +30.7% | +24.1% |
| 6M | +22.3% | +0.8% | +21.5% | +21.3% |
| YTD | +26.5% | +1.0% | +25.5% | +25.1% |
| 1Y | +27.0% | +4.3% | +22.7% | +25.3% |
| All | +27.0% | +4.9% | +22.1% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling