+89.5%
AXP vs MSCI
+8.1%
+81.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -2.9% | -1.9% | -1.0% | -2.1% |
| 30D | +3.7% | +16.5% | -12.7% | -2.9% |
| 3M | -4.9% | +18.2% | -23.1% | -11.6% |
| 6M | +4.1% | +14.0% | -9.9% | -2.5% |
| YTD | -11.7% | +16.6% | -28.3% | -18.7% |
| 1Y | -11.7% | +14.8% | -26.6% | -18.2% |
| 3Y | +116.5% | +33.3% | +83.2% | +82.6% |
| 5Y | +89.5% | +9.1% | +80.4% | +67.9% |
| All | +89.5% | +8.1% | +81.4% | +67.9% |
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 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