-25.8%
TE vs MSCI
+17.3%
-43.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.4% | -8.9% | -2.5% |
| 7D | +3.8% | +11.5% | -7.7% | +5.9% |
| 30D | -26.2% | +22.1% | -48.3% | -23.9% |
| 3M | -49.7% | +18.4% | -68.1% | -48.2% |
| 6M | -46.5% | +16.6% | -63.1% | -45.9% |
| YTD | -59.1% | +18.8% | -78.0% | -56.6% |
| 1Y | -25.8% | +19.0% | -44.8% | -18.1% |
| All | -25.8% | +17.3% | -43.1% | -18.1% |
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