+5.3%
MSCI vs ECL
+38.6%
-33.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.1% |
| 7D | +2.7% | +2.9% | -0.2% | +1.0% |
| 30D | +17.4% | +7.5% | +9.9% | +12.8% |
| 3M | +14.8% | +12.2% | +2.6% | +7.5% |
| 6M | +16.1% | +24.6% | -8.4% | +1.8% |
| YTD | +16.0% | +18.8% | -2.8% | +3.1% |
| 1Y | +16.4% | +19.3% | -2.9% | +3.1% |
| 3Y | +35.3% | +78.2% | -42.9% | -11.9% |
| All | +5.3% | +38.6% | -33.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling