+9.1%
TE vs MSCI
+34.1%
-25.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.2% |
| 7D | -19.1% | +3.0% | -22.1% | -19.4% |
| 30D | -34.1% | +17.8% | -51.9% | -35.9% |
| 3M | -60.1% | +15.2% | -75.3% | -61.0% |
| 6M | -66.0% | +16.5% | -82.4% | -67.2% |
| YTD | -71.4% | +16.4% | -87.8% | -72.6% |
| 1Y | -45.3% | +16.8% | -62.1% | -47.6% |
| 3Y | +9.1% | +35.8% | -26.6% | +6.8% |
| All | +9.1% | +34.1% | -25.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling