+107.5%
ALL vs MSCI
+33.6%
+73.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.0% |
| 7D | -1.9% | +2.8% | -4.8% | -2.4% |
| 30D | +13.8% | +15.4% | -1.6% | +10.9% |
| 3M | -7.0% | +13.4% | -20.4% | -9.1% |
| 6M | +18.0% | +10.9% | +7.1% | +15.4% |
| YTD | +24.2% | +13.0% | +11.2% | +20.6% |
| 1Y | +31.2% | +12.0% | +19.1% | +27.5% |
| 3Y | +107.5% | +34.1% | +73.4% | +94.5% |
| All | +107.5% | +33.6% | +73.9% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling