+343.3%
SPGI vs MSCI
+809.0%
-465.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | +1.2% | +2.7% | -1.4% | -0.3% |
| 30D | +15.9% | +17.4% | -1.5% | +5.3% |
| 3M | +12.3% | +14.8% | -2.5% | +3.3% |
| 6M | +23.7% | +16.1% | +7.6% | +12.7% |
| YTD | -3.5% | +16.0% | -19.5% | -11.7% |
| 1Y | +0.4% | +16.4% | -16.0% | -8.3% |
| 3Y | +29.9% | +35.3% | -5.4% | +5.0% |
| 5Y | +15.2% | +6.6% | +8.6% | +3.9% |
| All | +343.3% | +809.0% | -465.7% | +22.2% |
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 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