+1,325.7%
SPGI vs MSCI
+2,756.4%
-1,430.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +8.4% | +0.6% | +7.9% | +8.1% |
| 3M | +11.8% | -7.1% | +18.9% | +15.8% |
| 6M | +5.7% | +0.8% | +4.9% | +5.2% |
| YTD | -9.7% | +1.0% | -10.7% | -9.9% |
| 1Y | -12.5% | +4.3% | -16.8% | -14.2% |
| 3Y | +21.8% | +9.9% | +11.9% | +13.9% |
| 5Y | +8.2% | -6.8% | +14.9% | +6.7% |
| 10Y | +309.5% | +614.7% | -305.1% | +61.0% |
| All | +1,325.7% | +2,756.4% | -1,430.7% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling