+1,049.0%
MSCI vs TRU
+243.5%
+805.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.3% |
| 7D | +2.8% | +5.7% | -2.9% | +0.4% |
| 30D | +15.4% | +29.2% | -13.8% | +2.7% |
| 3M | +13.4% | +2.7% | +10.8% | +11.2% |
| 6M | +10.9% | +15.2% | -4.3% | +2.8% |
| YTD | +13.0% | -4.9% | +17.8% | +12.6% |
| 1Y | +12.0% | +3.4% | +8.6% | +7.3% |
| 3Y | +34.1% | +63.2% | -29.1% | -5.2% |
| 5Y | +3.9% | -26.6% | +30.5% | +7.4% |
| 10Y | +802.0% | +172.8% | +629.2% | +418.6% |
| All | +1,049.0% | +243.5% | +805.5% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling