+518.4%
MS vs MSCI
+2,756.4%
-2,238.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | -0.3% | +0.6% | -0.8% | -0.8% |
| 3M | +0.3% | -7.1% | +7.4% | +3.4% |
| 6M | +31.3% | +0.8% | +30.5% | +27.4% |
| YTD | +24.7% | +1.0% | +23.7% | +19.9% |
| 1Y | +47.9% | +4.3% | +43.6% | +37.7% |
| 3Y | +178.3% | +9.9% | +168.4% | +140.3% |
| 5Y | +144.9% | -6.8% | +151.7% | +121.8% |
| 10Y | +804.5% | +614.7% | +189.9% | +51.9% |
| All | +518.4% | +2,756.4% | -2,238.0% | -70.9% |
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