-47.3%
TE vs MSCI
-6.7%
-40.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -15.9% | +0.6% | -16.5% | -16.3% |
| 3M | -60.5% | -7.1% | -53.5% | -59.7% |
| 6M | -35.2% | +0.8% | -36.0% | -37.0% |
| YTD | -31.1% | +1.0% | -32.1% | -33.7% |
| 1Y | +148.6% | +4.3% | +144.3% | +131.0% |
| 3Y | -26.4% | +9.9% | -36.3% | -37.3% |
| All | -47.3% | -6.7% | -40.6% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling