+264.0%
SPOT vs MSCI
+329.4%
-65.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +12.5% | +0.6% | +11.9% | +12.1% |
| 3M | +9.9% | -7.1% | +17.0% | +13.1% |
| 6M | +1.6% | +0.8% | +0.7% | +0.1% |
| YTD | -6.6% | +1.0% | -7.6% | -8.9% |
| 1Y | -22.9% | +4.3% | -27.2% | -26.8% |
| 3Y | +244.3% | +9.9% | +234.3% | +206.7% |
| 5Y | +117.8% | -6.8% | +124.6% | +103.6% |
| All | +264.0% | +329.4% | -65.4% | +42.7% |
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