+278.0%
F vs MSCI
+2,756.4%
-2,478.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +4.6% | +0.6% | +4.0% | +4.2% |
| 3M | -3.7% | -7.1% | +3.4% | -1.5% |
| 6M | +16.8% | +0.8% | +16.0% | +14.7% |
| YTD | +15.3% | +1.0% | +14.3% | +12.4% |
| 1Y | +31.0% | +4.3% | +26.7% | +25.0% |
| 3Y | +45.4% | +9.9% | +35.5% | +31.8% |
| 5Y | +54.7% | -6.8% | +61.4% | +47.4% |
| 10Y | +98.2% | +614.7% | -516.4% | -33.8% |
| All | +278.0% | +2,756.4% | -2,478.4% | -41.7% |
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