-7.5%
MSCI vs IT
-40.5%
+33.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.5% |
| 7D | +0.4% | -6.0% | +6.4% | +2.8% |
| 30D | +0.6% | 0.0% | +0.6% | +0.2% |
| 3M | -7.1% | +13.1% | -20.2% | -13.4% |
| 6M | +0.8% | +11.7% | -10.9% | -6.5% |
| YTD | +1.0% | -26.1% | +27.1% | +11.6% |
| 1Y | +4.3% | -21.3% | +25.6% | +10.4% |
| 3Y | +9.9% | -46.7% | +56.7% | +30.6% |
| All | -7.5% | -40.5% | +33.1% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling