+9.5%
SPGI vs MSCI
-6.7%
+16.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +8.4% | +0.6% | +7.9% | +8.1% |
| 3M | +11.8% | -7.1% | +18.9% | +16.1% |
| 6M | +5.7% | +0.8% | +4.9% | +5.0% |
| YTD | -9.7% | +1.0% | -10.7% | -10.0% |
| 1Y | -12.5% | +4.3% | -16.8% | -14.4% |
| 3Y | +21.8% | +9.9% | +11.9% | +13.2% |
| All | +9.5% | -6.7% | +16.2% | +8.0% |
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