+51.2%
CI vs MSCI
+6.3%
+44.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +1.2% | +2.7% | -1.5% | +0.8% |
| 30D | +2.6% | +17.4% | -14.9% | +0.5% |
| 3M | +7.4% | +14.8% | -7.4% | +5.5% |
| 6M | -0.1% | +16.1% | -16.2% | -2.3% |
| YTD | +9.7% | +16.0% | -6.3% | +7.1% |
| 1Y | +12.1% | +16.4% | -4.3% | +9.4% |
| 3Y | +7.0% | +35.3% | -28.3% | +0.3% |
| All | +51.2% | +6.3% | +44.9% | +41.2% |
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