+438.5%
O vs MSCI
+3,095.4%
-2,656.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | +3.7% | +2.8% | +0.9% | +2.7% |
| 30D | +11.2% | +15.4% | -4.2% | +5.9% |
| 3M | -4.0% | +13.4% | -17.4% | -8.2% |
| 6M | -5.2% | +10.9% | -16.1% | -9.3% |
| YTD | +9.5% | +13.0% | -3.5% | +3.2% |
| 1Y | +10.6% | +12.0% | -1.4% | +4.5% |
| 3Y | +38.1% | +34.1% | +4.0% | +19.0% |
| 5Y | +10.2% | +3.9% | +6.3% | +0.5% |
| 10Y | +71.4% | +802.0% | -730.6% | -32.7% |
| All | +438.5% | +3,095.4% | -2,656.9% | +14.9% |
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