+16.8%
MSCI vs FIVE
+62.4%
-45.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +3.0% | +2.7% | +0.3% | +2.8% |
| 30D | +17.8% | +12.7% | +5.1% | +17.0% |
| 3M | +15.2% | +2.1% | +13.1% | +15.0% |
| 6M | +16.5% | +17.5% | -1.0% | +15.1% |
| YTD | +16.4% | +31.0% | -14.6% | +11.2% |
| 1Y | +16.8% | +67.7% | -50.9% | +5.1% |
| All | +16.8% | +62.4% | -45.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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