+200.9%
TER vs MSCI
+4.2%
+196.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.9% |
| 30D | -8.3% | +0.6% | -8.8% | -7.6% |
| 3M | -12.2% | -7.1% | -5.1% | -12.4% |
| 6M | +17.1% | +0.8% | +16.2% | +19.5% |
| YTD | +84.7% | +1.0% | +83.7% | +85.7% |
| All | +200.9% | +4.2% | +196.6% | +201.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling