+29.9%
SPGI vs MSCI
+34.1%
-4.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.4% |
| 7D | +1.2% | +3.0% | -1.8% | -0.4% |
| 30D | +15.9% | +17.8% | -1.9% | +6.0% |
| 3M | +12.3% | +15.2% | -2.9% | +3.9% |
| 6M | +23.7% | +16.5% | +7.2% | +13.5% |
| YTD | -3.5% | +16.4% | -19.9% | -11.0% |
| 1Y | +0.4% | +16.8% | -16.4% | -7.5% |
| 3Y | +29.9% | +35.8% | -5.9% | +11.7% |
| All | +29.9% | +34.1% | -4.2% | +11.7% |
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 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