+3,345.8%
MA vs MSCI
+2,756.4%
+589.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | +20.4% | -7.1% | +27.5% | +23.7% |
| 6M | +11.1% | +0.8% | +10.3% | +9.9% |
| YTD | +2.0% | +1.0% | +1.0% | +0.1% |
| 1Y | -2.2% | +4.3% | -6.5% | -5.8% |
| 3Y | +41.9% | +9.9% | +31.9% | +29.9% |
| 5Y | +75.4% | -6.8% | +82.1% | +67.8% |
| 10Y | +527.5% | +614.7% | -87.1% | +142.9% |
| All | +3,345.8% | +2,756.4% | +589.4% | +601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling