+1,919.1%
TER vs MSCI
+3,169.6%
-1,250.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.7% | -12.5% | -14.0% |
| 7D | -28.2% | +6.0% | -34.2% | -30.3% |
| 30D | -50.6% | +18.2% | -68.8% | -54.6% |
| 3M | -45.3% | +15.1% | -60.5% | -49.5% |
| 6M | -40.4% | +13.7% | -54.1% | -46.4% |
| YTD | +10.0% | +15.6% | -5.6% | -3.3% |
| 1Y | +13.6% | +16.3% | -2.7% | -0.7% |
| 3Y | +145.2% | +36.9% | +108.3% | +91.1% |
| 5Y | +50.4% | +6.3% | +44.0% | +32.1% |
| 10Y | +882.9% | +823.0% | +59.9% | +207.6% |
| All | +1,919.1% | +3,169.6% | -1,250.5% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling