+2,417.1%
MSCI vs TRI
+340.3%
+2,076.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.2% | +3.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +0.6% | +7.9% | -7.3% | -4.5% |
| 3M | -7.1% | +24.1% | -31.1% | -20.8% |
| 6M | +0.8% | +3.8% | -3.0% | -5.8% |
| YTD | +1.0% | -16.9% | +17.8% | +6.9% |
| 1Y | +4.3% | -38.4% | +42.7% | +34.7% |
| 3Y | +9.9% | -12.2% | +22.2% | +7.7% |
| 5Y | -6.8% | -1.8% | -5.0% | -14.9% |
| 10Y | +614.7% | +207.6% | +407.0% | +202.9% |
| All | +2,417.1% | +340.3% | +2,076.8% | +586.0% |
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