+2,337.2%
EW vs MSCI
+3,095.4%
-758.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | +11.0% | +2.8% | +8.2% | +10.1% |
| 30D | +19.1% | +15.4% | +3.7% | +14.1% |
| 3M | +14.4% | +13.4% | +0.9% | +10.0% |
| 6M | +22.8% | +10.9% | +11.9% | +18.3% |
| YTD | +19.8% | +13.0% | +6.8% | +14.1% |
| 1Y | +23.9% | +12.0% | +11.9% | +18.2% |
| 3Y | +52.2% | +34.1% | +18.1% | +34.5% |
| 5Y | -13.9% | +3.9% | -17.8% | -19.3% |
| 10Y | +241.9% | +802.0% | -560.1% | +86.2% |
| All | +2,337.2% | +3,095.4% | -758.1% | +882.1% |
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