+70.7%
EXC vs MSCI
+3,169.6%
-3,099.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.3% |
| 7D | +1.4% | +6.0% | -4.7% | -0.2% |
| 30D | +11.6% | +18.2% | -6.6% | +7.0% |
| 3M | +2.7% | +15.1% | -12.5% | -1.1% |
| 6M | +2.7% | +13.7% | -11.1% | -1.2% |
| YTD | +9.7% | +15.6% | -5.9% | +4.5% |
| 1Y | +4.5% | +16.3% | -11.8% | -0.6% |
| 3Y | +28.5% | +36.9% | -8.4% | +14.5% |
| 5Y | +43.9% | +6.3% | +37.6% | +33.6% |
| 10Y | +183.7% | +823.0% | -639.2% | +49.5% |
| All | +70.7% | +3,169.6% | -3,099.0% | -43.0% |
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