+164.7%
B vs MSCI
+36.7%
+128.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.8% |
| 7D | +4.3% | +6.0% | -1.7% | +3.9% |
| 30D | -0.9% | +18.2% | -19.1% | -2.2% |
| 3M | -1.4% | +15.1% | -16.5% | -2.5% |
| 6M | +5.0% | +13.7% | -8.7% | +3.6% |
| YTD | -5.8% | +15.6% | -21.4% | -7.6% |
| 1Y | +25.6% | +16.3% | +9.3% | +23.2% |
| All | +164.7% | +36.7% | +128.0% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling