+72.6%
SPY vs MSCI
+6.7%
+65.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +2.6% | +3.0% | -0.4% | +1.6% |
| 30D | -2.0% | +17.8% | -19.8% | -7.1% |
| 3M | -2.8% | +15.2% | -18.0% | -7.3% |
| 6M | +2.1% | +16.5% | -14.3% | -3.8% |
| YTD | +11.5% | +16.4% | -4.9% | +4.3% |
| 1Y | +13.5% | +16.8% | -3.3% | +6.0% |
| 3Y | +77.7% | +35.8% | +41.9% | +52.2% |
| All | +72.6% | +6.7% | +65.9% | +54.3% |
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