+646.9%
SPY vs MSCI
+2,756.4%
-2,109.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | +0.6% | -0.5% | -0.2% |
| 3M | +2.0% | -7.1% | +9.1% | +3.9% |
| 6M | +13.0% | +0.8% | +12.2% | +11.5% |
| YTD | +13.5% | +1.0% | +12.6% | +11.4% |
| 1Y | +20.0% | +4.3% | +15.7% | +15.8% |
| 3Y | +77.2% | +9.9% | +67.2% | +64.7% |
| 5Y | +81.9% | -6.8% | +88.6% | +74.6% |
| 10Y | +314.1% | +614.7% | -300.6% | +90.6% |
| All | +646.9% | +2,756.4% | -2,109.5% | +97.5% |
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