-10.1%
MSCI vs ITOT
+73.3%
-83.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.7% |
| 30D | -1.2% | -1.6% | +0.4% | +0.5% |
| 3M | -8.4% | +3.5% | -11.9% | -12.2% |
| 6M | -1.0% | +13.1% | -14.2% | -14.3% |
| YTD | -2.3% | +12.7% | -15.0% | -15.1% |
| 1Y | -1.2% | +18.3% | -19.5% | -19.1% |
| 3Y | +7.9% | +76.4% | -68.5% | -47.7% |
| 5Y | -10.1% | +73.8% | -83.8% | -53.8% |
| All | -10.1% | +73.3% | -83.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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