+9.1%
IR vs MSCI
+17.3%
-8.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.7% |
| 7D | +11.6% | +11.5% | +0.1% | +11.0% |
| 30D | +7.2% | +22.1% | -14.9% | +6.1% |
| 3M | -5.9% | +18.4% | -24.3% | -6.7% |
| 6M | +11.5% | +16.6% | -5.2% | +10.7% |
| YTD | +6.3% | +18.8% | -12.5% | +1.7% |
| 1Y | +9.1% | +19.0% | -9.9% | +4.4% |
| All | +9.1% | +17.3% | -8.2% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling