+36.0%
MSCI vs ESI
+84.3%
-48.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.4% |
| 7D | -1.9% | +1.8% | -3.7% | -2.1% |
| 30D | +16.5% | -6.6% | +23.0% | +16.9% |
| 3M | +18.2% | -9.4% | +27.5% | +18.9% |
| 6M | +14.0% | -24.1% | +38.1% | +16.6% |
| YTD | +16.6% | +37.1% | -20.5% | +3.4% |
| 1Y | +14.8% | +24.5% | -9.7% | +4.2% |
| All | +36.0% | +84.3% | -48.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling