+2,417.1%
MSCI vs IT
+860.9%
+1,556.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.8% |
| 7D | +0.4% | -6.0% | +6.4% | +3.1% |
| 30D | +0.6% | 0.0% | +0.6% | +0.2% |
| 3M | -7.1% | +13.1% | -20.2% | -14.5% |
| 6M | +0.8% | +11.7% | -10.9% | -7.7% |
| YTD | +1.0% | -26.1% | +27.1% | +10.2% |
| 1Y | +4.3% | -21.3% | +25.6% | +9.1% |
| 3Y | +9.9% | -46.7% | +56.7% | +31.8% |
| 5Y | -6.8% | -40.5% | +33.7% | +5.8% |
| 10Y | +614.7% | +103.9% | +510.8% | +318.9% |
| All | +2,417.1% | +860.9% | +1,556.2% | +565.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling