+13.7%
MSCI vs FIVE
+63.1%
-49.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.4% |
| 7D | +1.5% | +6.2% | -4.7% | +1.0% |
| 30D | +14.4% | +18.2% | -3.8% | +13.3% |
| 3M | +15.2% | +3.8% | +11.4% | +14.8% |
| 6M | +11.2% | +13.7% | -2.5% | +10.1% |
| YTD | +13.9% | +34.7% | -20.8% | +8.9% |
| All | +13.7% | +63.1% | -49.5% | +5.4% |
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