-9.8%
T vs MSCI
+16.3%
-26.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.5% | +3.0% | -0.5% | +2.4% |
| 30D | -3.8% | +17.8% | -21.6% | -4.4% |
| 3M | -8.7% | +15.2% | -23.9% | -9.3% |
| 6M | -8.1% | +16.5% | -24.6% | -8.5% |
| YTD | -6.4% | +16.4% | -22.8% | -8.2% |
| 1Y | -9.8% | +16.8% | -26.6% | -11.8% |
| All | -9.8% | +16.3% | -26.0% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling