+179.1%
T vs MSCI
+3,095.4%
-2,916.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | +1.0% | +2.8% | -1.8% | +0.4% |
| 30D | -10.6% | +15.4% | -26.0% | -13.4% |
| 3M | -7.7% | +13.4% | -21.2% | -10.3% |
| 6M | -13.3% | +10.9% | -24.2% | -15.6% |
| YTD | -8.8% | +13.0% | -21.7% | -12.0% |
| 1Y | -8.4% | +12.0% | -20.4% | -11.5% |
| 3Y | +59.6% | +34.1% | +25.5% | +45.4% |
| 5Y | +52.1% | +3.9% | +48.2% | +43.0% |
| 10Y | +56.9% | +802.0% | -745.2% | -16.8% |
| All | +179.1% | +3,095.4% | -2,916.2% | -0.4% |
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