+15.0%
CI vs MSCI
+15.9%
-0.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | +6.4% | +16.5% | -10.1% | +4.6% |
| 3M | +10.7% | +18.2% | -7.5% | +8.7% |
| 6M | +5.5% | +14.0% | -8.5% | +3.2% |
| YTD | +11.4% | +16.6% | -5.2% | +6.6% |
| 1Y | +15.0% | +14.8% | +0.2% | +9.7% |
| All | +15.0% | +15.9% | -0.8% | +9.7% |
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 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