+11.7%
SPGI vs MSCI
+3.6%
+8.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.3% |
| 7D | +0.3% | +2.8% | -2.6% | -1.3% |
| 30D | +18.4% | +15.4% | +3.0% | +9.4% |
| 3M | +15.7% | +13.4% | +2.3% | +7.9% |
| 6M | +17.3% | +10.9% | +6.4% | +10.4% |
| YTD | -4.7% | +13.0% | -17.7% | -10.8% |
| 1Y | +1.8% | +12.0% | -10.2% | -4.3% |
| 3Y | +31.7% | +34.1% | -2.4% | +9.8% |
| All | +11.7% | +3.6% | +8.2% | +3.1% |
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