+363.8%
ALL vs MSCI
+799.4%
-435.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.9% | +1.5% | -5.3% | -4.3% |
| 30D | +10.6% | +14.4% | -3.8% | +6.4% |
| 3M | -4.6% | +15.2% | -19.8% | -8.5% |
| 6M | +20.2% | +11.2% | +9.0% | +15.9% |
| YTD | +23.7% | +13.9% | +9.8% | +17.7% |
| 1Y | +27.9% | +12.5% | +15.4% | +22.2% |
| 3Y | +109.2% | +32.3% | +76.9% | +85.8% |
| 5Y | +148.0% | +4.9% | +143.1% | +130.8% |
| 10Y | +363.8% | +779.7% | -415.9% | +111.3% |
| All | +363.8% | +799.4% | -435.6% | +111.3% |
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