+14.9%
SPGI vs MSCI
+7.0%
+7.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | +1.6% | +2.7% | -1.1% | +0.1% |
| 30D | +16.1% | +16.2% | -0.2% | +6.8% |
| 3M | +15.5% | +17.1% | -1.6% | +5.8% |
| 6M | +19.6% | +13.0% | +6.6% | +11.5% |
| YTD | -3.6% | +15.8% | -19.4% | -10.9% |
| 1Y | +2.2% | +15.5% | -13.3% | -5.5% |
| 3Y | +30.1% | +32.3% | -2.2% | +9.3% |
| 5Y | +14.9% | +8.2% | +6.8% | +3.5% |
| All | +14.9% | +7.0% | +7.9% | +3.5% |
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