+30.2%
EXC vs MSCI
+36.7%
-6.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.9% |
| 7D | +1.4% | +6.0% | -4.7% | +0.8% |
| 30D | +11.6% | +18.2% | -6.6% | +10.0% |
| 3M | +2.7% | +15.1% | -12.5% | +1.4% |
| 6M | +2.7% | +13.7% | -11.1% | +1.3% |
| YTD | +9.7% | +15.6% | -5.9% | +7.8% |
| 1Y | +4.5% | +16.3% | -11.8% | +2.7% |
| All | +30.2% | +36.7% | -6.5% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling