+277.8%
PSX vs MSCI
+3.6%
+274.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.2% |
| 7D | -13.1% | +2.8% | -15.9% | -13.6% |
| 30D | -9.5% | +15.4% | -25.0% | -11.7% |
| 3M | +20.2% | +13.4% | +6.8% | +17.6% |
| 6M | +44.9% | +10.9% | +34.0% | +41.7% |
| YTD | +94.4% | +13.0% | +81.4% | +88.7% |
| 1Y | +83.1% | +12.0% | +71.0% | +77.9% |
| 3Y | +132.2% | +34.1% | +98.1% | +116.4% |
| All | +277.8% | +3.6% | +274.2% | +260.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling