+2,715.8%
MSCI vs IT
+879.9%
+1,835.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.8% | -0.5% |
| 7D | +2.8% | -16.9% | +19.7% | +10.9% |
| 30D | +15.4% | +2.3% | +13.1% | +13.2% |
| 3M | +13.4% | +2.9% | +10.6% | +9.9% |
| 6M | +10.9% | +25.9% | -14.9% | -4.9% |
| YTD | +13.0% | -24.6% | +37.6% | +20.4% |
| 1Y | +12.0% | -16.0% | +28.1% | +13.2% |
| 3Y | +34.1% | -51.6% | +85.7% | +67.5% |
| 5Y | +3.9% | -42.6% | +46.5% | +18.3% |
| 10Y | +802.0% | +103.6% | +698.5% | +422.9% |
| All | +2,715.8% | +879.9% | +1,835.9% | +627.3% |
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 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