+2,417.1%
MSCI vs ET
+907.3%
+1,509.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +0.6% | +7.5% | -6.9% | -1.2% |
| 3M | -7.1% | +11.4% | -18.5% | -9.6% |
| 6M | +0.8% | +18.5% | -17.7% | -3.5% |
| YTD | +1.0% | +37.4% | -36.4% | -7.0% |
| 1Y | +4.3% | +30.9% | -26.6% | -2.8% |
| 3Y | +9.9% | +98.7% | -88.8% | -8.3% |
| 5Y | -6.8% | +230.7% | -237.5% | -31.8% |
| 10Y | +614.7% | +175.6% | +439.1% | +403.6% |
| All | +2,417.1% | +907.3% | +1,509.8% | +599.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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