+1,418.6%
SPGI vs MSCI
+3,169.6%
-1,751.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.6% |
| 7D | +2.6% | +6.0% | -3.5% | -0.4% |
| 30D | +19.3% | +18.2% | +1.1% | +9.9% |
| 3M | +15.5% | +15.1% | +0.4% | +7.7% |
| 6M | +18.3% | +13.7% | +4.6% | +10.9% |
| YTD | -3.8% | +15.6% | -19.4% | -10.2% |
| 1Y | +1.3% | +16.3% | -15.0% | -5.7% |
| 3Y | +33.6% | +36.9% | -3.3% | +12.2% |
| 5Y | +13.2% | +6.3% | +6.9% | +4.7% |
| 10Y | +346.3% | +823.0% | -476.7% | +56.2% |
| All | +1,418.6% | +3,169.6% | -1,751.1% | +176.4% |
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