+6.3%
MSCI vs FIVE
+15.3%
-9.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -1.8% |
| 7D | +6.0% | -1.7% | +7.8% | +6.4% |
| 30D | +18.2% | +14.9% | +3.3% | +14.8% |
| 3M | +15.1% | +7.6% | +7.5% | +12.9% |
| 6M | +13.7% | +6.4% | +7.3% | +11.1% |
| YTD | +15.6% | +28.1% | -12.5% | +7.7% |
| 1Y | +16.3% | +54.7% | -38.4% | +3.6% |
| 3Y | +36.9% | +36.1% | +0.8% | +23.4% |
| 5Y | +6.3% | +14.9% | -8.6% | +1.5% |
| All | +6.3% | +15.3% | -9.0% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling