+27.2%
B vs MSCI
+14.2%
+13.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +9.6% | +2.8% | +6.8% | +9.7% |
| 30D | +3.5% | +15.4% | -11.9% | +3.7% |
| 3M | -1.6% | +13.4% | -15.0% | -1.4% |
| 6M | -1.7% | +10.9% | -12.6% | -2.1% |
| YTD | -5.3% | +13.0% | -18.3% | -7.6% |
| 1Y | +27.2% | +12.0% | +15.2% | +22.8% |
| All | +27.2% | +14.2% | +13.0% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling