+3.8%
MSCI vs TRU
-26.8%
+30.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.5% |
| 7D | +2.8% | +5.7% | -2.9% | +0.7% |
| 30D | +15.4% | +29.2% | -13.8% | +4.3% |
| 3M | +13.4% | +2.7% | +10.8% | +11.6% |
| 6M | +10.9% | +15.2% | -4.3% | +4.0% |
| YTD | +13.0% | -4.9% | +17.8% | +12.9% |
| 1Y | +12.0% | +3.4% | +8.6% | +8.1% |
| 3Y | +34.1% | +63.2% | -29.1% | -2.9% |
| All | +3.8% | -26.8% | +30.6% | +25.3% |
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