-64.6%
XYZ vs MSCI
+4.3%
-68.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -1.7% |
| 7D | +9.2% | +6.0% | +3.2% | +4.1% |
| 30D | +9.8% | +18.2% | -8.4% | -5.1% |
| 3M | -0.2% | +15.1% | -15.3% | -11.8% |
| 6M | +18.0% | +13.7% | +4.2% | +3.3% |
| YTD | +29.1% | +15.6% | +13.5% | +9.5% |
| 1Y | +14.1% | +16.3% | -2.2% | -3.9% |
| 3Y | +72.6% | +36.9% | +35.8% | +10.0% |
| 5Y | -64.6% | +6.3% | -70.9% | -71.4% |
| All | -64.6% | +4.3% | -68.9% | -71.4% |
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