+90.1%
RF vs MSCI
-6.7%
+96.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -3.6% | +0.6% | -4.2% | -3.9% |
| 3M | +8.1% | -7.1% | +15.2% | +10.2% |
| 6M | +11.5% | +0.8% | +10.6% | +10.1% |
| YTD | +15.6% | +1.0% | +14.6% | +13.3% |
| 1Y | +15.7% | +4.3% | +11.4% | +11.6% |
| 3Y | +86.9% | +9.9% | +76.9% | +73.6% |
| All | +90.1% | -6.7% | +96.8% | +70.6% |
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