-11.4%
MSCI vs NI
+100.2%
-111.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.3% |
| 7D | -2.1% | +2.3% | -4.4% | -3.0% |
| 30D | -1.7% | -1.7% | -0.1% | -1.1% |
| 3M | -8.2% | -8.0% | -0.2% | -5.4% |
| 6M | -2.4% | -8.6% | +6.2% | +0.4% |
| YTD | -2.8% | +2.3% | -5.2% | -5.2% |
| 1Y | -2.7% | +6.9% | -9.6% | -7.2% |
| 3Y | +7.3% | +70.6% | -63.3% | -19.0% |
| 5Y | -11.4% | +96.4% | -107.8% | -34.9% |
| All | -11.4% | +100.2% | -111.6% | -34.9% |
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