+693.6%
ALL vs MSCI
+3,169.6%
-2,476.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.1% |
| 7D | +4.2% | +6.0% | -1.8% | +2.0% |
| 30D | +18.9% | +18.2% | +0.7% | +11.7% |
| 3M | +1.2% | +15.1% | -13.9% | -4.0% |
| 6M | +23.2% | +13.7% | +9.5% | +16.6% |
| YTD | +30.0% | +15.6% | +14.4% | +21.3% |
| 1Y | +39.6% | +16.3% | +23.3% | +29.9% |
| 3Y | +115.2% | +36.9% | +78.4% | +82.7% |
| 5Y | +156.2% | +6.3% | +149.9% | +129.8% |
| 10Y | +398.0% | +823.0% | -425.0% | +67.3% |
| All | +693.6% | +3,169.6% | -2,476.1% | +25.8% |
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