-56.8%
W vs MSCI
+7.0%
-63.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.0% |
| 7D | -1.7% | -0.7% | -1.0% | -1.1% |
| 30D | +3.2% | +16.2% | -12.9% | -11.2% |
| 3M | +8.3% | +16.1% | -7.8% | -7.6% |
| 6M | +84.3% | +12.9% | +71.4% | +57.7% |
| YTD | +11.0% | +14.8% | -3.8% | -8.6% |
| 1Y | -0.2% | +13.8% | -14.0% | -16.7% |
| 3Y | +157.9% | +31.2% | +126.7% | +72.0% |
| 5Y | -56.8% | +5.6% | -62.3% | -69.1% |
| All | -56.8% | +7.0% | -63.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling