-54.0%
TE vs MSCI
+14.5%
-68.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.2% | -9.4% |
| 7D | -26.9% | +2.7% | -29.5% | -26.4% |
| 30D | -38.9% | +16.2% | -55.2% | -37.8% |
| 3M | -61.0% | +17.1% | -78.1% | -60.3% |
| 6M | -66.4% | +13.0% | -79.4% | -66.4% |
| YTD | -69.0% | +15.8% | -84.8% | -68.3% |
| 1Y | -54.0% | +15.5% | -69.5% | -50.0% |
| All | -54.0% | +14.5% | -68.5% | -50.0% |
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