+6.9%
TMO vs MSCI
-11.6%
+18.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | 0.0% |
| 7D | -2.5% | -4.7% | +2.2% | -0.8% |
| 30D | -0.3% | -2.2% | +1.9% | +0.4% |
| 3M | +25.3% | -9.7% | +34.9% | +29.1% |
| 6M | +20.9% | +0.3% | +20.6% | +19.7% |
| YTD | +4.3% | -3.5% | +7.8% | +4.2% |
| 1Y | +27.0% | -1.4% | +28.4% | +25.1% |
| 3Y | +17.5% | +6.6% | +10.9% | +8.9% |
| 5Y | +6.9% | -10.9% | +17.9% | -2.3% |
| All | +6.9% | -11.6% | +18.5% | -2.3% |
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