+338.6%
SPGI vs MSCI
+809.1%
-470.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.3% |
| 30D | +15.3% | +16.5% | -1.2% | +5.2% |
| 3M | +16.5% | +18.2% | -1.7% | +5.4% |
| 6M | +19.8% | +14.0% | +5.9% | +10.5% |
| YTD | -3.2% | +16.6% | -19.8% | -11.7% |
| 1Y | +1.8% | +14.8% | -13.0% | -6.3% |
| 3Y | +30.6% | +33.3% | -2.7% | +6.5% |
| 5Y | +16.0% | +9.1% | +7.0% | +3.2% |
| 10Y | +338.6% | +820.4% | -481.8% | +21.9% |
| All | +338.6% | +809.1% | -470.5% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling