+10.0%
MSCI vs ECL
+57.4%
-47.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | -2.6% | +3.0% | +1.2% |
| 30D | +0.6% | -2.2% | +2.7% | +1.2% |
| 3M | -7.1% | +10.1% | -17.2% | -10.1% |
| 6M | +0.8% | -5.7% | +6.6% | +2.8% |
| YTD | +1.0% | +7.0% | -6.0% | -2.7% |
| 1Y | +4.3% | +2.7% | +1.7% | +2.0% |
| All | +10.0% | +57.4% | -47.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling