+53.6%
AA vs MSCI
+799.4%
-745.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +4.9% | +5.4% |
| 7D | +4.8% | +1.5% | +3.4% | +4.1% |
| 30D | -0.6% | +14.4% | -15.0% | -7.1% |
| 3M | -16.3% | +15.2% | -31.5% | -22.4% |
| 6M | -33.4% | +11.2% | -44.6% | -38.1% |
| YTD | -20.7% | +13.9% | -34.6% | -28.3% |
| 1Y | +12.9% | +12.5% | +0.4% | +2.8% |
| 3Y | +75.7% | +32.3% | +43.4% | +40.9% |
| 5Y | -6.8% | +4.9% | -11.7% | -17.6% |
| 10Y | +53.6% | +779.7% | -726.1% | -61.1% |
| All | +53.6% | +799.4% | -745.8% | -61.1% |
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 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