+48.4%
IR vs MSCI
-6.7%
+55.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -15.1% | +0.6% | -15.7% | -15.4% |
| 3M | +6.1% | -7.1% | +13.1% | +8.4% |
| 6M | -16.8% | +0.8% | -17.6% | -18.2% |
| YTD | -3.5% | +1.0% | -4.5% | -6.0% |
| 1Y | -3.5% | +4.3% | -7.8% | -8.0% |
| 3Y | +9.5% | +9.9% | -0.5% | -0.7% |
| All | +48.4% | -6.7% | +55.1% | +38.4% |
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