+71.7%
TER vs MSCI
+6.7%
+65.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.9% |
| 7D | +14.4% | +3.0% | +11.4% | +13.1% |
| 30D | -30.6% | +17.8% | -48.4% | -35.1% |
| 3M | -39.2% | +15.2% | -54.4% | -42.9% |
| 6M | -31.3% | +16.5% | -47.8% | -38.0% |
| YTD | +29.1% | +16.4% | +12.7% | +14.2% |
| 1Y | +47.4% | +16.8% | +30.6% | +29.9% |
| 3Y | +191.2% | +35.8% | +155.5% | +120.9% |
| All | +71.7% | +6.7% | +65.0% | +46.5% |
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