+76.1%
TER vs MSCI
+7.0%
+69.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.8% |
| 7D | -8.9% | +2.7% | -11.6% | -9.8% |
| 30D | -39.1% | +16.2% | -55.3% | -42.7% |
| 3M | -32.8% | +17.1% | -49.8% | -37.3% |
| 6M | -31.7% | +13.0% | -44.7% | -37.5% |
| YTD | +26.9% | +15.8% | +11.2% | +12.5% |
| 1Y | +33.6% | +15.5% | +18.1% | +18.4% |
| 3Y | +181.5% | +32.3% | +149.2% | +117.1% |
| 5Y | +76.1% | +8.2% | +68.0% | +48.6% |
| All | +76.1% | +7.0% | +69.1% | +48.6% |
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