+2,781.3%
MSCI vs ECL
+709.6%
+2,071.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -0.8% |
| 7D | +6.0% | +1.7% | +4.4% | +5.0% |
| 30D | +18.2% | +8.9% | +9.3% | +11.9% |
| 3M | +15.1% | +7.4% | +7.7% | +9.6% |
| 6M | +13.7% | +19.3% | -5.6% | +0.5% |
| YTD | +15.6% | +17.4% | -1.8% | +2.0% |
| 1Y | +16.3% | +19.4% | -3.1% | +1.3% |
| 3Y | +36.9% | +80.5% | -43.6% | -12.1% |
| 5Y | +6.3% | +40.2% | -33.9% | -20.0% |
| 10Y | +823.0% | +207.8% | +615.1% | +273.8% |
| All | +2,781.3% | +709.6% | +2,071.7% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling