+30.5%
ALL vs MSCI
+14.5%
+16.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.5% |
| 7D | -0.1% | +2.7% | -2.8% | -0.7% |
| 30D | +13.8% | +16.2% | -2.4% | +10.7% |
| 3M | -2.8% | +17.1% | -19.8% | -5.5% |
| 6M | +23.7% | +13.0% | +10.7% | +20.1% |
| YTD | +27.3% | +15.8% | +11.5% | +20.1% |
| 1Y | +30.5% | +15.5% | +15.1% | +22.3% |
| All | +30.5% | +14.5% | +16.0% | +22.3% |
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