+664.2%
AXP vs MSCI
+3,261.3%
-2,597.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | -0.4% |
| 7D | +4.6% | +11.5% | -6.9% | -0.7% |
| 30D | +9.7% | +22.1% | -12.3% | -0.3% |
| 3M | -3.8% | +18.4% | -22.2% | -11.5% |
| 6M | +4.8% | +16.6% | -11.8% | -3.7% |
| YTD | -9.1% | +18.8% | -27.9% | -17.9% |
| 1Y | -6.7% | +19.0% | -25.7% | -15.9% |
| 3Y | +125.2% | +40.7% | +84.5% | +82.1% |
| 5Y | +105.0% | +7.9% | +97.1% | +83.0% |
| 10Y | +481.5% | +848.9% | -367.4% | +65.1% |
| All | +664.2% | +3,261.3% | -2,597.1% | -0.2% |
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