+3.8%
MSCI vs IT
-43.2%
+47.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.8% | -0.8% |
| 7D | +2.8% | -16.9% | +19.7% | +9.6% |
| 30D | +15.4% | +2.3% | +13.1% | +13.5% |
| 3M | +13.4% | +2.9% | +10.6% | +10.4% |
| 6M | +10.9% | +25.9% | -14.9% | -2.9% |
| YTD | +13.0% | -24.6% | +37.6% | +22.3% |
| 1Y | +12.0% | -16.0% | +28.1% | +14.9% |
| 3Y | +34.1% | -51.6% | +85.7% | +70.8% |
| All | +3.8% | -43.2% | +47.0% | +15.2% |
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 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