+109.4%
C vs MSCI
+4.3%
+105.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -4.1% |
| 7D | -5.3% | +6.0% | -11.3% | -7.1% |
| 30D | -7.3% | +18.2% | -25.5% | -12.4% |
| 3M | -13.5% | +15.1% | -28.6% | -17.6% |
| 6M | -6.5% | +13.7% | -20.2% | -11.5% |
| YTD | +3.6% | +15.6% | -12.0% | -3.2% |
| 1Y | +18.9% | +16.3% | +2.6% | +10.7% |
| 3Y | +205.0% | +36.9% | +168.1% | +162.4% |
| 5Y | +109.4% | +6.3% | +103.1% | +74.9% |
| All | +109.4% | +4.3% | +105.0% | +74.9% |
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