+12.0%
MSCI vs ESI
+16.5%
-4.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.1% |
| 7D | +2.8% | -8.5% | +11.3% | +2.0% |
| 30D | +15.4% | -15.7% | +31.1% | +13.8% |
| 3M | +13.4% | -18.2% | +31.7% | +11.6% |
| 6M | +10.9% | -28.8% | +39.7% | +8.8% |
| YTD | +13.0% | +26.3% | -13.3% | +5.5% |
| 1Y | +12.0% | +18.2% | -6.2% | +4.9% |
| All | +12.0% | +16.5% | -4.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling