+34.1%
MSCI vs FIVE
+34.8%
-0.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +15.4% | +17.7% | -2.2% | +13.8% |
| 3M | +13.4% | +4.0% | +9.4% | +12.9% |
| 6M | +10.9% | +2.6% | +8.3% | +10.3% |
| YTD | +13.0% | +27.6% | -14.6% | +9.8% |
| 1Y | +12.0% | +59.9% | -47.9% | +6.5% |
| 3Y | +34.1% | +35.8% | -1.7% | +21.9% |
| All | +34.1% | +34.8% | -0.8% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling