+6.0%
SO vs MSCI
+16.3%
-10.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | +1.4% | +3.0% | -1.6% | +1.4% |
| 30D | +4.7% | +17.8% | -13.1% | +4.9% |
| 3M | +1.7% | +15.2% | -13.5% | +1.8% |
| 6M | +2.2% | +16.5% | -14.3% | +2.5% |
| YTD | +10.0% | +16.4% | -6.4% | +8.3% |
| 1Y | +6.0% | +16.8% | -10.8% | +3.8% |
| All | +6.0% | +16.3% | -10.2% | +3.8% |
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