+5.6%
MSCI vs ES
+6.6%
-0.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +3.0% | +2.7% | +0.3% | +2.2% |
| 30D | +17.8% | +7.6% | +10.2% | +15.3% |
| 3M | +15.2% | +0.5% | +14.7% | +14.9% |
| 6M | +16.5% | +7.6% | +8.9% | +13.9% |
| YTD | +16.4% | +10.2% | +6.1% | +12.2% |
| 1Y | +16.8% | +1.8% | +15.0% | +15.1% |
| 3Y | +35.8% | +55.4% | -19.6% | +10.4% |
| All | +5.6% | +6.6% | -0.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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