+3.8%
MSCI vs NI
+104.4%
-100.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +2.8% | -0.9% | +3.8% | +3.3% |
| 30D | +15.4% | +9.6% | +5.8% | +11.3% |
| 3M | +13.4% | +2.5% | +10.9% | +12.3% |
| 6M | +10.9% | -5.8% | +16.7% | +13.3% |
| YTD | +13.0% | +8.6% | +4.4% | +7.5% |
| 1Y | +12.0% | +6.0% | +6.1% | +7.8% |
| 3Y | +34.1% | +91.0% | -56.9% | -4.8% |
| All | +3.8% | +104.4% | -100.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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