+421.4%
MS vs MSCI
+3,169.6%
-2,748.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -4.2% |
| 7D | -3.4% | +6.0% | -9.4% | -7.0% |
| 30D | -3.9% | +18.2% | -22.1% | -14.0% |
| 3M | -15.9% | +15.1% | -31.0% | -23.7% |
| 6M | -2.5% | +13.7% | -16.2% | -12.5% |
| YTD | +5.1% | +15.6% | -10.5% | -7.8% |
| 1Y | +13.0% | +16.3% | -3.4% | -1.5% |
| 3Y | +160.7% | +36.9% | +123.8% | +93.9% |
| 5Y | +114.0% | +6.3% | +107.7% | +78.5% |
| 10Y | +637.5% | +823.0% | -185.5% | +2.9% |
| All | +421.4% | +3,169.6% | -2,748.3% | -77.6% |
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