+614.8%
SPY vs MSCI
+3,095.4%
-2,480.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | -2.7% | +2.8% | -5.5% | -3.7% |
| 30D | -5.4% | +15.4% | -20.8% | -10.1% |
| 3M | -4.1% | +13.4% | -17.5% | -8.5% |
| 6M | +0.7% | +10.9% | -10.2% | -3.9% |
| YTD | +8.7% | +13.0% | -4.3% | +2.3% |
| 1Y | +10.9% | +12.0% | -1.2% | +4.7% |
| 3Y | +75.0% | +34.1% | +40.9% | +51.4% |
| 5Y | +67.8% | +3.9% | +63.9% | +55.1% |
| 10Y | +312.9% | +802.0% | -489.2% | +75.4% |
| All | +614.8% | +3,095.4% | -2,480.5% | +81.4% |
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