+454.3%
MS vs MSCI
+3,261.3%
-2,807.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +0.7% |
| 7D | +2.6% | +11.5% | -8.8% | -4.4% |
| 30D | +2.6% | +22.1% | -19.5% | -10.2% |
| 3M | -10.1% | +18.4% | -28.5% | -20.0% |
| 6M | +4.4% | +16.6% | -12.3% | -8.0% |
| YTD | +11.7% | +18.8% | -7.1% | -3.8% |
| 1Y | +20.9% | +19.0% | +2.0% | +3.9% |
| 3Y | +177.1% | +40.7% | +136.4% | +102.3% |
| 5Y | +127.7% | +7.9% | +119.8% | +88.1% |
| 10Y | +684.1% | +848.9% | -164.8% | +7.4% |
| All | +454.3% | +3,261.3% | -2,807.0% | -76.6% |
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