+1,449.6%
NET vs MSCI
+164.7%
+1,284.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.8% | +0.6% | -5.4% | -5.2% |
| 3M | +3.8% | -7.1% | +10.9% | +7.8% |
| 6M | +50.0% | +0.8% | +49.2% | +46.8% |
| YTD | +41.5% | +1.0% | +40.5% | +36.0% |
| 1Y | +32.8% | +4.3% | +28.5% | +22.7% |
| 3Y | +335.9% | +9.9% | +325.9% | +270.6% |
| 5Y | +113.8% | -6.8% | +120.6% | +102.9% |
| All | +1,449.6% | +164.7% | +1,284.9% | +900.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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