+157.6%
B vs MSCI
-6.7%
+164.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | +9.4% | +0.6% | +8.9% | +9.3% |
| 3M | +5.0% | -7.1% | +12.1% | +5.7% |
| 6M | -3.5% | +0.8% | -4.4% | -4.2% |
| YTD | +4.5% | +1.0% | +3.5% | +3.5% |
| 1Y | +67.8% | +4.3% | +63.5% | +65.1% |
| 3Y | +196.7% | +9.9% | +186.8% | +185.4% |
| All | +157.6% | -6.7% | +164.4% | +129.1% |
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