-63.1%
W vs MSCI
-6.7%
-56.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -4.2% | +0.4% | -4.6% | -4.5% |
| 30D | -7.6% | +0.6% | -8.1% | -8.4% |
| 3M | +37.2% | -7.1% | +44.2% | +44.3% |
| 6M | +26.3% | +0.8% | +25.5% | +21.2% |
| YTD | -1.0% | +1.0% | -2.0% | -6.6% |
| 1Y | +20.1% | +4.3% | +15.8% | +9.4% |
| 3Y | +37.8% | +9.9% | +27.8% | +13.3% |
| All | -63.1% | -6.7% | -56.4% | -70.3% |
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