+192.8%
TER vs MSCI
+32.0%
+160.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +12.7% |
| 7D | -5.8% | +1.5% | -7.2% | -5.6% |
| 30D | -38.9% | +14.4% | -53.3% | -38.8% |
| 3M | -35.1% | +15.2% | -50.3% | -35.1% |
| 6M | -31.6% | +11.2% | -42.8% | -32.3% |
| YTD | +27.2% | +13.9% | +13.3% | +23.4% |
| 1Y | +35.2% | +12.5% | +22.7% | +31.7% |
| 3Y | +192.8% | +32.3% | +160.5% | +153.2% |
| All | +192.8% | +32.0% | +160.8% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling