+110.2%
SPOT vs MSCI
+3.6%
+106.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.7% |
| 7D | +1.6% | +2.8% | -1.2% | +0.2% |
| 30D | +17.6% | +15.4% | +2.1% | +9.7% |
| 3M | +26.9% | +13.4% | +13.5% | +19.4% |
| 6M | +41.8% | +10.9% | +30.9% | +33.6% |
| YTD | +3.8% | +13.0% | -9.1% | -4.2% |
| 1Y | -2.5% | +12.0% | -14.5% | -9.7% |
| 3Y | +260.6% | +34.1% | +226.5% | +181.9% |
| All | +110.2% | +3.6% | +106.6% | +74.4% |
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 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