+44.1%
IR vs MSCI
+3.6%
+40.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.2% |
| 7D | +3.7% | +2.8% | +0.8% | +2.5% |
| 30D | +7.4% | +15.4% | -8.0% | +1.5% |
| 3M | -5.9% | +13.4% | -19.3% | -10.7% |
| 6M | +5.6% | +10.9% | -5.3% | +0.2% |
| YTD | +4.8% | +13.0% | -8.1% | -2.4% |
| 1Y | +6.9% | +12.0% | -5.1% | -0.1% |
| 3Y | +27.6% | +34.1% | -6.5% | +5.6% |
| All | +44.1% | +3.6% | +40.6% | +31.9% |
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