+47.8%
AA vs MSCI
+809.1%
-761.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.3% |
| 7D | +1.1% | -1.9% | +3.0% | +2.0% |
| 30D | -1.3% | +16.5% | -17.7% | -8.5% |
| 3M | -23.9% | +18.2% | -42.1% | -30.3% |
| 6M | -36.8% | +14.0% | -50.8% | -42.0% |
| YTD | -22.2% | +16.6% | -38.8% | -30.4% |
| 1Y | +10.4% | +14.8% | -4.5% | -0.5% |
| 3Y | +72.0% | +33.3% | +38.8% | +37.6% |
| 5Y | -15.6% | +9.1% | -24.7% | -26.9% |
| 10Y | +47.8% | +820.4% | -772.6% | -64.0% |
| All | +47.8% | +809.1% | -761.3% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling