+15.7%
RF vs MSCI
+4.9%
+10.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | -3.6% | +0.6% | -4.2% | -3.7% |
| 3M | +8.1% | -7.1% | +15.2% | +9.0% |
| 6M | +11.5% | +0.8% | +10.6% | +10.9% |
| YTD | +15.6% | +1.0% | +14.6% | +14.1% |
| 1Y | +15.7% | +4.3% | +11.4% | +13.0% |
| All | +15.7% | +4.9% | +10.8% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling