-79.7%
TE vs MSCI
+3.6%
-83.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.6% |
| 7D | -12.6% | +2.8% | -15.4% | -13.8% |
| 30D | -36.7% | +15.4% | -52.1% | -41.4% |
| 3M | -57.5% | +13.4% | -70.9% | -60.4% |
| 6M | -55.2% | +10.9% | -66.1% | -58.6% |
| YTD | -64.7% | +13.0% | -77.6% | -68.1% |
| 1Y | -35.9% | +12.0% | -47.9% | -42.0% |
| 3Y | -31.8% | +34.1% | -65.9% | -49.6% |
| All | -79.7% | +3.6% | -83.2% | -79.5% |
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