-42.4%
C vs MSCI
+2,756.4%
-2,798.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +0.1% | +0.6% | -0.5% | -0.4% |
| 3M | +2.4% | -7.1% | +9.5% | +5.3% |
| 6M | +24.9% | +0.8% | +24.1% | +21.6% |
| YTD | +19.8% | +1.0% | +18.8% | +15.4% |
| 1Y | +44.9% | +4.3% | +40.5% | +35.9% |
| 3Y | +263.0% | +9.9% | +253.0% | +218.5% |
| 5Y | +129.5% | -6.8% | +136.3% | +108.8% |
| 10Y | +291.6% | +614.7% | -323.1% | -18.8% |
| All | -42.4% | +2,756.4% | -2,798.8% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling