+927.1%
MSCI vs TRU
+238.0%
+689.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +2.4% |
| 7D | +0.4% | -6.8% | +7.2% | +3.5% |
| 30D | +0.6% | 0.0% | +0.5% | +0.3% |
| 3M | -7.1% | +13.3% | -20.4% | -12.6% |
| 6M | +0.8% | +3.4% | -2.6% | -1.7% |
| YTD | +1.0% | -6.4% | +7.4% | +2.0% |
| 1Y | +4.3% | -9.7% | +14.0% | +6.0% |
| 3Y | +9.9% | +0.1% | +9.8% | -1.4% |
| 5Y | -6.8% | -34.0% | +27.3% | +2.3% |
| 10Y | +614.7% | +147.9% | +466.8% | +329.0% |
| All | +927.1% | +238.0% | +689.1% | +465.2% |
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 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