+40.1%
EXC vs MSCI
+7.0%
+33.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +0.1% | +2.7% | -2.6% | -0.4% |
| 30D | +9.0% | +16.2% | -7.2% | +6.3% |
| 3M | +3.3% | +17.1% | -13.8% | +0.6% |
| 6M | +5.7% | +13.0% | -7.4% | +3.2% |
| YTD | +7.3% | +15.8% | -8.4% | +4.0% |
| 1Y | +2.9% | +15.5% | -12.6% | -0.3% |
| 3Y | +29.3% | +32.3% | -3.0% | +19.8% |
| 5Y | +40.1% | +8.2% | +31.9% | +29.6% |
| All | +40.1% | +7.0% | +33.0% | +29.6% |
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 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