-11.4%
MSCI vs TRI
-7.1%
-4.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -0.7% |
| 7D | -2.1% | -7.1% | +5.0% | +1.2% |
| 30D | -1.7% | -2.3% | +0.6% | -1.0% |
| 3M | -8.2% | +19.6% | -27.8% | -17.6% |
| 6M | -2.4% | -8.7% | +6.3% | -0.1% |
| YTD | -2.8% | -22.3% | +19.4% | +10.4% |
| 1Y | -2.7% | -40.7% | +38.0% | +33.6% |
| 3Y | +7.3% | -17.8% | +25.1% | +2.2% |
| 5Y | -11.4% | -8.5% | -2.9% | -26.5% |
| All | -11.4% | -7.1% | -4.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling