+73.1%
MA vs MSCI
-6.7%
+79.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +1.5% | +0.6% | +1.0% | +1.3% |
| 3M | +20.4% | -7.1% | +27.5% | +23.4% |
| 6M | +11.1% | +0.8% | +10.3% | +10.0% |
| YTD | +2.0% | +1.0% | +1.0% | +0.3% |
| 1Y | -2.2% | +4.3% | -6.5% | -5.4% |
| 3Y | +41.9% | +9.9% | +31.9% | +31.0% |
| All | +73.1% | -6.7% | +79.8% | +64.5% |
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