+77.0%
SO vs MSCI
+3.6%
+73.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -1.5% | +2.8% | -4.3% | -1.8% |
| 30D | +8.1% | +15.4% | -7.3% | +6.2% |
| 3M | +0.2% | +13.4% | -13.2% | -1.4% |
| 6M | +0.4% | +10.9% | -10.5% | -1.2% |
| YTD | +8.5% | +13.0% | -4.5% | +6.2% |
| 1Y | +4.9% | +12.0% | -7.1% | +2.8% |
| 3Y | +47.9% | +34.1% | +13.8% | +39.2% |
| All | +77.0% | +3.6% | +73.5% | +63.7% |
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