-11.4%
MSCI vs TRU
-35.2%
+23.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.7% |
| 7D | -2.1% | -7.2% | +5.1% | +0.8% |
| 30D | -1.7% | -2.8% | +1.1% | -0.8% |
| 3M | -8.2% | +13.0% | -21.2% | -12.9% |
| 6M | -2.4% | +0.7% | -3.1% | -3.5% |
| YTD | -2.8% | -9.0% | +6.2% | -0.8% |
| 1Y | -2.7% | -16.3% | +13.7% | +2.0% |
| 3Y | +7.3% | -1.1% | +8.4% | +0.1% |
| 5Y | -11.4% | -36.0% | +24.6% | +18.1% |
| All | -11.4% | -35.2% | +23.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling