+52.5%
SO vs MSCI
+33.6%
+18.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.1% | +2.7% | -2.8% | -0.3% |
| 30D | +8.7% | +16.2% | -7.6% | +7.7% |
| 3M | +3.4% | +17.1% | -13.7% | +2.4% |
| 6M | +3.7% | +13.0% | -9.3% | +2.8% |
| YTD | +10.0% | +15.8% | -5.7% | +8.7% |
| 1Y | +6.6% | +15.5% | -8.9% | +5.3% |
| 3Y | +52.5% | +32.3% | +20.2% | +46.2% |
| All | +52.5% | +33.6% | +18.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling