+54.6%
TER vs MSCI
+3.6%
+51.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +3.4% |
| 7D | -20.5% | +2.8% | -23.3% | -21.4% |
| 30D | -47.0% | +15.4% | -62.4% | -50.1% |
| 3M | -43.3% | +13.4% | -56.7% | -46.5% |
| 6M | -42.9% | +10.9% | -53.8% | -47.5% |
| YTD | +12.9% | +13.0% | -0.1% | +0.9% |
| 1Y | +18.2% | +12.0% | +6.1% | +6.0% |
| 3Y | +151.8% | +34.1% | +117.7% | +90.4% |
| All | +54.6% | +3.6% | +51.0% | +33.4% |
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