+631.8%
TEAM vs MSCI
+930.4%
-298.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.3% | -13.9% | -14.5% |
| 7D | -19.8% | +2.8% | -22.7% | -21.4% |
| 30D | -21.5% | +15.4% | -36.9% | -29.5% |
| 3M | +39.5% | +13.4% | +26.1% | +27.4% |
| 6M | +73.1% | +10.9% | +62.2% | +62.0% |
| YTD | -5.2% | +13.0% | -18.2% | -12.8% |
| 1Y | -1.6% | +12.0% | -13.6% | -9.0% |
| 3Y | -11.4% | +34.1% | -45.5% | -30.8% |
| 5Y | -65.1% | +3.9% | -69.0% | -67.3% |
| 10Y | +471.3% | +802.0% | -330.7% | +26.9% |
| All | +631.8% | +930.4% | -298.6% | +34.8% |
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 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