-1.4%
MSCI vs TRI
-42.8%
+41.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.9% |
| 7D | -4.7% | -14.4% | +9.7% | -0.6% |
| 30D | -2.2% | -8.1% | +5.9% | 0.0% |
| 3M | -9.7% | +17.5% | -27.2% | -14.3% |
| 6M | +0.3% | -5.0% | +5.2% | -0.2% |
| YTD | -3.5% | -24.7% | +21.2% | +6.6% |
| 1Y | -1.4% | -41.5% | +40.1% | +27.9% |
| All | -1.4% | -42.8% | +41.4% | +27.9% |
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