+32.3%
MSCI vs TRI
-10.7%
+43.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +2.0% |
| 7D | +1.5% | -11.4% | +12.9% | +5.0% |
| 30D | +14.4% | +4.9% | +9.5% | +12.3% |
| 3M | +15.2% | +7.0% | +8.1% | +12.0% |
| 6M | +11.2% | +18.2% | -7.0% | +3.5% |
| YTD | +13.9% | -14.8% | +28.7% | +19.3% |
| 1Y | +12.5% | -18.0% | +30.5% | +19.5% |
| 3Y | +32.3% | -12.0% | +44.2% | +42.6% |
| All | +32.3% | -10.7% | +43.0% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling