-7.5%
MSCI vs ESI
+72.3%
-79.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.2% |
| 7D | +0.4% | +3.3% | -2.9% | -0.6% |
| 30D | +0.6% | -5.9% | +6.4% | +2.1% |
| 3M | -7.1% | -14.1% | +7.0% | -4.6% |
| 6M | +0.8% | +6.6% | -5.7% | -6.5% |
| YTD | +1.0% | +45.0% | -44.0% | -18.6% |
| 1Y | +4.3% | +41.5% | -37.1% | -15.9% |
| 3Y | +9.9% | +78.8% | -68.8% | -26.3% |
| All | -7.5% | +72.3% | -79.8% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling