+258.4%
TPR vs MSCI
+4.3%
+254.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.2% |
| 7D | +13.9% | +6.0% | +7.8% | +10.9% |
| 30D | +14.9% | +18.2% | -3.3% | +6.8% |
| 3M | -15.4% | +15.1% | -30.5% | -20.7% |
| 6M | -4.5% | +13.7% | -18.2% | -10.9% |
| YTD | +6.0% | +15.6% | -9.6% | -2.9% |
| 1Y | +24.3% | +16.3% | +8.0% | +13.4% |
| 3Y | +412.8% | +36.9% | +375.9% | +313.5% |
| 5Y | +258.4% | +6.3% | +252.1% | +203.2% |
| All | +258.4% | +4.3% | +254.1% | +203.2% |
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