+894.6%
FIX vs MSCI
+4.3%
+890.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.7% | -8.9% | -10.8% |
| 7D | -27.2% | +6.0% | -33.3% | -28.7% |
| 30D | -46.9% | +18.2% | -65.1% | -49.8% |
| 3M | -44.4% | +15.1% | -59.5% | -47.1% |
| 6M | -50.9% | +13.7% | -64.6% | -53.9% |
| YTD | +3.5% | +15.6% | -12.1% | -4.5% |
| 1Y | -2.1% | +16.3% | -18.4% | -10.1% |
| 3Y | +418.7% | +36.9% | +381.9% | +332.4% |
| 5Y | +894.6% | +6.3% | +888.2% | +784.6% |
| All | +894.6% | +4.3% | +890.2% | +784.6% |
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