+42.1%
RF vs MSCI
+3.6%
+38.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -0.9% | +2.8% | -3.7% | -1.9% |
| 30D | +6.0% | +15.4% | -9.4% | +0.7% |
| 3M | -8.9% | +13.4% | -22.3% | -13.0% |
| 6M | +2.3% | +10.9% | -8.6% | -2.2% |
| YTD | +7.6% | +13.0% | -5.4% | +1.2% |
| 1Y | +21.2% | +12.0% | +9.1% | +14.3% |
| 3Y | +108.5% | +34.1% | +74.4% | +78.8% |
| All | +42.1% | +3.6% | +38.6% | +27.0% |
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 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