+19.0%
MSCI vs TRI
-22.4%
+41.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.4% | -1.0% | +3.7% |
| 7D | +11.5% | +1.0% | +10.5% | +10.9% |
| 30D | +22.1% | +20.8% | +1.3% | +15.9% |
| 3M | +18.4% | +8.1% | +10.3% | +15.2% |
| 6M | +16.6% | +24.2% | -7.5% | +8.2% |
| YTD | +18.8% | -7.8% | +26.6% | +20.8% |
| 1Y | +19.0% | -16.7% | +35.6% | +21.0% |
| All | +19.0% | -22.4% | +41.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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