+12.0%
CI vs MSCI
+12.8%
-0.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -1.7% | -0.7% | -1.1% | -1.6% |
| 30D | +4.9% | +16.2% | -11.3% | +3.2% |
| 3M | +7.4% | +16.1% | -8.7% | +5.7% |
| 6M | +0.4% | +12.9% | -12.5% | -1.7% |
| YTD | +9.5% | +14.8% | -5.4% | +4.9% |
| 1Y | +12.0% | +13.8% | -1.8% | +9.1% |
| All | +12.0% | +12.8% | -0.9% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling