+256.1%
TPR vs MSCI
+3.6%
+252.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +14.2% | +2.8% | +11.4% | +12.7% |
| 30D | +17.1% | +15.4% | +1.7% | +9.9% |
| 3M | -17.7% | +13.4% | -31.1% | -22.5% |
| 6M | -10.2% | +10.9% | -21.1% | -15.3% |
| YTD | +4.9% | +13.0% | -8.1% | -3.0% |
| 1Y | +36.1% | +12.0% | +24.1% | +26.4% |
| 3Y | +416.5% | +34.1% | +382.4% | +319.9% |
| All | +256.1% | +3.6% | +252.6% | +204.9% |
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