+118.5%
RF vs MSCI
+2,756.4%
-2,637.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -3.6% | +0.6% | -4.2% | -4.0% |
| 3M | +8.1% | -7.1% | +15.2% | +11.3% |
| 6M | +11.5% | +0.8% | +10.6% | +9.1% |
| YTD | +15.6% | +1.0% | +14.6% | +11.9% |
| 1Y | +15.7% | +4.3% | +11.4% | +9.3% |
| 3Y | +86.9% | +9.9% | +76.9% | +66.2% |
| 5Y | +89.8% | -6.8% | +96.6% | +75.6% |
| 10Y | +344.7% | +614.7% | -270.0% | +7.2% |
| All | +118.5% | +2,756.4% | -2,637.9% | -77.9% |
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