+160.3%
W vs MSCI
+33.6%
+126.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.8% |
| 7D | +1.1% | +2.7% | -1.6% | -0.4% |
| 30D | +6.4% | +16.2% | -9.8% | -3.6% |
| 3M | +9.0% | +17.1% | -8.1% | -2.1% |
| 6M | +69.8% | +13.0% | +56.8% | +53.9% |
| YTD | +12.1% | +15.8% | -3.7% | -1.4% |
| 1Y | 0.0% | +15.5% | -15.5% | -11.6% |
| 3Y | +160.3% | +32.3% | +128.0% | +104.9% |
| All | +160.3% | +33.6% | +126.7% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling