+19.0%
MSCI vs TRU
+2.1%
+16.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +3.7% |
| 7D | +11.5% | +10.5% | +0.9% | +7.6% |
| 30D | +22.1% | +28.7% | -6.6% | +11.5% |
| 3M | +18.4% | +0.7% | +17.8% | +17.9% |
| 6M | +16.6% | +19.3% | -2.7% | +9.1% |
| YTD | +18.8% | -3.7% | +22.6% | +16.9% |
| 1Y | +19.0% | +3.4% | +15.6% | +14.2% |
| All | +19.0% | +2.1% | +16.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling