+510.9%
TPR vs MSCI
+3,169.6%
-2,658.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.3% |
| 7D | +13.9% | +6.0% | +7.8% | +10.8% |
| 30D | +14.9% | +18.2% | -3.3% | +6.6% |
| 3M | -15.4% | +15.1% | -30.5% | -20.9% |
| 6M | -4.5% | +13.7% | -18.2% | -11.0% |
| YTD | +6.0% | +15.6% | -9.6% | -3.0% |
| 1Y | +24.3% | +16.3% | +8.0% | +13.4% |
| 3Y | +412.8% | +36.9% | +375.9% | +322.7% |
| 5Y | +258.4% | +6.3% | +252.1% | +224.3% |
| 10Y | +396.8% | +823.0% | -426.2% | +66.1% |
| All | +510.9% | +3,169.6% | -2,658.7% | +1.3% |
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 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