+3.7%
U vs MSCI
+4.9%
-1.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | +17.5% | +0.6% | +16.9% | +17.2% |
| 3M | +38.7% | -7.1% | +45.8% | +39.8% |
| 6M | +104.4% | +0.8% | +103.6% | +103.3% |
| YTD | -5.7% | +1.0% | -6.7% | -4.5% |
| 1Y | +3.7% | +4.3% | -0.6% | +5.2% |
| All | +3.7% | +4.9% | -1.2% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling