+24.3%
W vs MSCI
+17.3%
+7.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.4% | +5.6% | +8.5% |
| 7D | +8.4% | +11.5% | -3.1% | +3.4% |
| 30D | +16.5% | +22.1% | -5.6% | +6.9% |
| 3M | +6.4% | +18.4% | -12.0% | -1.2% |
| 6M | +90.5% | +16.6% | +73.9% | +75.2% |
| YTD | +23.1% | +18.8% | +4.2% | +9.4% |
| 1Y | +24.3% | +19.0% | +5.3% | +9.9% |
| All | +24.3% | +17.3% | +7.0% | +9.9% |
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 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