+4.3%
MSCI vs SPG
+21.3%
-17.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | +0.6% | -6.8% | +7.4% | +1.5% |
| 3M | -7.1% | +2.7% | -9.8% | -7.0% |
| 6M | +0.8% | +5.5% | -4.6% | +0.1% |
| YTD | +1.0% | +15.7% | -14.7% | -2.1% |
| 1Y | +4.3% | +20.9% | -16.6% | -1.6% |
| All | +4.3% | +21.3% | -17.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling