+365.7%
ALL vs MSCI
+624.4%
-258.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.5% | +0.6% | -2.0% | -1.7% |
| 3M | +23.6% | -7.1% | +30.7% | +25.8% |
| 6M | +22.3% | +0.8% | +21.5% | +21.2% |
| YTD | +26.5% | +1.0% | +25.5% | +24.8% |
| 1Y | +27.0% | +4.3% | +22.7% | +23.6% |
| 3Y | +149.6% | +9.9% | +139.6% | +134.2% |
| 5Y | +118.1% | -6.8% | +124.8% | +109.3% |
| All | +365.7% | +624.4% | -258.8% | +122.5% |
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