-76.7%
TE vs MSCI
+158.9%
-235.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -10.5% | +1.5% | -12.0% | -10.9% |
| 30D | -32.4% | +14.4% | -46.8% | -35.4% |
| 3M | -60.9% | +15.2% | -76.1% | -62.8% |
| 6M | -62.8% | +11.2% | -74.0% | -64.6% |
| YTD | -65.7% | +13.9% | -79.7% | -67.8% |
| 1Y | -39.9% | +12.5% | -52.4% | -43.5% |
| 3Y | +10.6% | +32.3% | -21.7% | -4.6% |
| 5Y | -79.7% | +4.9% | -84.5% | -82.3% |
| All | -76.7% | +158.9% | -235.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling