-54.2%
W vs MSCI
+3.6%
-57.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | +0.9% |
| 7D | -3.6% | +2.8% | -6.4% | -6.0% |
| 30D | +7.0% | +15.4% | -8.5% | -7.4% |
| 3M | +7.4% | +13.4% | -6.0% | -6.1% |
| 6M | +69.3% | +10.9% | +58.4% | +47.6% |
| YTD | +11.3% | +13.0% | -1.7% | -6.9% |
| 1Y | +13.2% | +12.0% | +1.2% | -4.1% |
| 3Y | +142.0% | +34.1% | +107.9% | +55.7% |
| All | -54.2% | +3.6% | -57.8% | -65.8% |
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