+7.2%
MSCI vs SPG
+84.2%
-77.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.9% | +2.7% | -4.6% | -3.3% |
| 30D | +16.5% | +16.6% | -0.1% | +7.7% |
| 3M | +18.2% | +8.1% | +10.1% | +13.5% |
| 6M | +14.0% | +19.3% | -5.4% | +3.6% |
| YTD | +16.6% | +31.1% | -14.5% | 0.0% |
| 1Y | +14.8% | +32.8% | -17.9% | -2.2% |
| 3Y | +33.3% | +135.8% | -102.5% | -22.0% |
| All | +7.2% | +84.2% | -77.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling