+4.4%
MS vs MSCI
+14.8%
-10.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +4.0% |
| 7D | +2.6% | +11.5% | -8.8% | +2.3% |
| 30D | +2.6% | +22.1% | -19.5% | +2.3% |
| 3M | -10.1% | +18.4% | -28.5% | -10.5% |
| 6M | +4.4% | +16.6% | -12.3% | +4.2% |
| All | +4.4% | +14.8% | -10.4% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling