+54.5%
CI vs MSCI
+4.3%
+50.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.9% |
| 7D | +1.0% | +6.0% | -5.0% | +0.3% |
| 30D | +9.9% | +18.2% | -8.3% | +7.6% |
| 3M | +12.1% | +15.1% | -3.0% | +10.1% |
| 6M | +10.6% | +13.7% | -3.1% | +8.5% |
| YTD | +11.4% | +15.6% | -4.2% | +8.8% |
| 1Y | +18.8% | +16.3% | +2.4% | +15.9% |
| 3Y | +2.9% | +36.9% | -34.0% | -3.8% |
| 5Y | +54.5% | +6.3% | +48.2% | +43.8% |
| All | +54.5% | +4.3% | +50.2% | +43.8% |
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