-24.7%
U vs MSCI
+100.7%
-125.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +7.6% |
| 7D | +36.6% | +2.8% | +33.8% | +32.3% |
| 30D | +13.3% | +15.4% | -2.1% | -1.9% |
| 3M | +26.2% | +13.4% | +12.8% | +10.8% |
| 6M | +88.7% | +10.9% | +77.8% | +66.0% |
| YTD | +16.6% | +13.0% | +3.6% | -1.6% |
| 1Y | +29.0% | +12.0% | +16.9% | +9.3% |
| 3Y | +99.5% | +34.1% | +65.4% | +26.2% |
| 5Y | -66.1% | +3.9% | -70.0% | -72.4% |
| All | -24.7% | +100.7% | -125.3% | -63.6% |
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