+2,762.0%
MSCI vs TRI
+355.2%
+2,406.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -0.7% | -7.5% | +6.8% | +4.0% |
| 30D | +16.2% | +3.9% | +12.3% | +12.5% |
| 3M | +16.1% | +7.2% | +9.0% | +9.1% |
| 6M | +12.9% | +27.0% | -14.0% | -7.6% |
| YTD | +14.8% | -14.0% | +28.9% | +17.3% |
| 1Y | +13.8% | -17.7% | +31.5% | +19.5% |
| 3Y | +31.2% | -10.7% | +41.9% | +25.5% |
| 5Y | +5.6% | +0.6% | +4.9% | -6.5% |
| 10Y | +806.4% | +225.3% | +581.1% | +265.6% |
| All | +2,762.0% | +355.2% | +2,406.8% | +652.6% |
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 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