-39.0%
U vs MSCI
+79.4%
-118.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +17.5% | +0.6% | +16.9% | +16.6% |
| 3M | +38.7% | -7.1% | +45.8% | +45.8% |
| 6M | +104.4% | +0.8% | +103.6% | +97.2% |
| YTD | -5.7% | +1.0% | -6.7% | -10.6% |
| 1Y | +3.7% | +4.3% | -0.6% | -7.4% |
| 3Y | +12.3% | +9.9% | +2.4% | -11.4% |
| 5Y | -68.8% | -6.8% | -62.1% | -71.6% |
| All | -39.0% | +79.4% | -118.4% | -66.9% |
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 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