+206.6%
C vs MSCI
+36.7%
+169.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -4.3% |
| 7D | -5.3% | +6.0% | -11.3% | -6.7% |
| 30D | -7.3% | +18.2% | -25.5% | -11.4% |
| 3M | -13.5% | +15.1% | -28.6% | -16.8% |
| 6M | -6.5% | +13.7% | -20.2% | -10.5% |
| YTD | +3.6% | +15.6% | -12.0% | -2.1% |
| 1Y | +18.9% | +16.3% | +2.6% | +12.0% |
| All | +206.6% | +36.7% | +169.9% | +175.7% |
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