+672.3%
ALL vs MSCI
+2,756.4%
-2,084.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.5% | +0.6% | -2.0% | -1.7% |
| 3M | +23.6% | -7.1% | +30.7% | +26.4% |
| 6M | +22.3% | +0.8% | +21.5% | +20.9% |
| YTD | +26.5% | +1.0% | +25.5% | +24.2% |
| 1Y | +27.0% | +4.3% | +22.7% | +22.6% |
| 3Y | +149.6% | +9.9% | +139.6% | +129.9% |
| 5Y | +118.1% | -6.8% | +124.8% | +104.6% |
| 10Y | +369.0% | +614.7% | -245.7% | +74.3% |
| All | +672.3% | +2,756.4% | -2,084.1% | +28.9% |
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