+104.0%
RF vs MSCI
+3,169.6%
-3,065.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.7% |
| 7D | -1.6% | +6.0% | -7.7% | -4.8% |
| 30D | +5.0% | +18.2% | -13.2% | -4.2% |
| 3M | -10.0% | +15.1% | -25.1% | -16.9% |
| 6M | +3.3% | +13.7% | -10.4% | -5.1% |
| YTD | +7.9% | +15.6% | -7.7% | -3.1% |
| 1Y | +21.2% | +16.3% | +4.9% | +8.4% |
| 3Y | +105.8% | +36.9% | +68.9% | +61.9% |
| 5Y | +43.7% | +6.3% | +37.4% | +24.4% |
| 10Y | +289.4% | +823.0% | -533.5% | -19.2% |
| All | +104.0% | +3,169.6% | -3,065.6% | -80.9% |
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