-15.8%
F vs MSCI
+3.6%
-19.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.2% |
| 7D | +1.6% | +2.8% | -1.3% | +0.4% |
| 30D | +2.6% | +15.4% | -12.8% | -3.3% |
| 3M | -8.8% | +13.4% | -22.2% | -13.6% |
| 6M | +4.6% | +10.9% | -6.3% | -1.0% |
| YTD | -1.9% | +13.0% | -14.9% | -8.8% |
| 1Y | -0.8% | +12.0% | -12.8% | -7.4% |
| 3Y | +43.5% | +34.1% | +9.4% | +17.1% |
| All | -15.8% | +3.6% | -19.4% | -29.1% |
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 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