+948.1%
FIX vs MSCI
+3.6%
+944.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +6.1% |
| 7D | -17.5% | +2.8% | -20.3% | -18.4% |
| 30D | -41.6% | +15.4% | -57.0% | -44.4% |
| 3M | -40.6% | +13.4% | -54.0% | -43.3% |
| 6M | -49.4% | +10.9% | -60.3% | -52.2% |
| YTD | +9.2% | +13.0% | -3.8% | +1.3% |
| 1Y | +6.5% | +12.0% | -5.6% | -1.0% |
| 3Y | +448.7% | +34.1% | +414.6% | +359.6% |
| All | +948.1% | +3.6% | +944.5% | +835.4% |
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