+414.3%
ASX vs MSCI
+4.3%
+409.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.7% | -18.0% | -19.8% |
| 7D | -33.3% | +6.0% | -39.3% | -34.6% |
| 30D | -36.5% | +18.2% | -54.7% | -40.4% |
| 3M | -19.2% | +15.1% | -34.3% | -23.7% |
| 6M | -10.2% | +13.7% | -24.0% | -16.5% |
| YTD | +86.5% | +15.6% | +70.9% | +70.4% |
| 1Y | +89.6% | +16.3% | +73.3% | +72.5% |
| 3Y | +298.6% | +36.9% | +261.7% | +218.8% |
| 5Y | +414.3% | +6.3% | +407.9% | +329.6% |
| All | +414.3% | +4.3% | +409.9% | +329.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling