+46.9%
IR vs MSCI
+8.1%
+38.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | +7.6% | +16.5% | -8.9% | +1.3% |
| 3M | +0.1% | +18.2% | -18.1% | -6.4% |
| 6M | +14.0% | +14.0% | 0.0% | +7.1% |
| YTD | +7.5% | +16.6% | -9.1% | -1.1% |
| 1Y | +10.1% | +14.8% | -4.7% | +2.0% |
| 3Y | +24.9% | +33.3% | -8.4% | +4.2% |
| 5Y | +46.9% | +9.1% | +37.8% | +31.1% |
| All | +46.9% | +8.1% | +38.7% | +31.1% |
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