+2,739.7%
MSCI vs TRI
+351.3%
+2,388.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +3.1% |
| 7D | +1.5% | -11.4% | +12.9% | +8.4% |
| 30D | +14.4% | +4.9% | +9.5% | +10.2% |
| 3M | +15.2% | +7.0% | +8.1% | +8.2% |
| 6M | +11.2% | +18.2% | -7.0% | -4.8% |
| YTD | +13.9% | -14.8% | +28.7% | +17.0% |
| 1Y | +12.5% | -18.0% | +30.5% | +18.3% |
| 3Y | +32.3% | -12.0% | +44.2% | +27.7% |
| 5Y | +4.9% | -0.8% | +5.7% | -6.3% |
| 10Y | +779.7% | +220.1% | +559.6% | +258.4% |
| All | +2,739.7% | +351.3% | +2,388.5% | +650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling