+19.0%
MSCI vs IT
-17.9%
+36.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +5.1% |
| 7D | +11.5% | -5.5% | +16.9% | +12.5% |
| 30D | +22.1% | +10.3% | +11.7% | +18.9% |
| 3M | +18.4% | +11.5% | +6.9% | +14.6% |
| 6M | +16.6% | +40.3% | -23.6% | +5.4% |
| YTD | +18.8% | -17.9% | +36.7% | +18.2% |
| 1Y | +19.0% | -8.8% | +27.8% | +17.2% |
| All | +19.0% | -17.9% | +36.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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