+67.6%
SPY vs MSCI
+3.6%
+64.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | -2.7% | +2.8% | -5.5% | -3.6% |
| 30D | -5.4% | +15.4% | -20.8% | -9.8% |
| 3M | -4.1% | +13.4% | -17.5% | -8.1% |
| 6M | +0.7% | +10.9% | -10.2% | -3.6% |
| YTD | +8.7% | +13.0% | -4.3% | +2.6% |
| 1Y | +10.9% | +12.0% | -1.2% | +5.0% |
| 3Y | +75.0% | +34.1% | +40.9% | +50.2% |
| All | +67.6% | +3.6% | +64.1% | +50.7% |
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 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