+1,077.4%
MSCI vs TRU
+247.6%
+829.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +2.7% | +4.6% | -1.9% | +0.7% |
| 30D | +16.2% | +25.4% | -9.2% | +4.8% |
| 3M | +17.1% | +4.0% | +13.1% | +14.2% |
| 6M | +13.0% | +14.5% | -1.5% | +5.1% |
| YTD | +15.8% | -3.7% | +19.5% | +14.8% |
| 1Y | +15.5% | +2.8% | +12.7% | +10.9% |
| 3Y | +32.3% | +58.5% | -26.2% | -4.9% |
| 5Y | +8.2% | -25.0% | +33.2% | +10.7% |
| 10Y | +800.7% | +186.0% | +614.7% | +408.5% |
| All | +1,077.4% | +247.6% | +829.8% | +536.0% |
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