+186.7%
B vs MSCI
+789.3%
-602.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +9.6% | +2.8% | +6.8% | +9.1% |
| 30D | +3.5% | +15.4% | -11.9% | +1.1% |
| 3M | -1.6% | +13.4% | -15.0% | -3.7% |
| 6M | -1.7% | +10.9% | -12.6% | -3.7% |
| YTD | -5.3% | +13.0% | -18.3% | -8.0% |
| 1Y | +27.2% | +12.0% | +15.2% | +23.8% |
| 3Y | +166.1% | +34.1% | +132.0% | +147.1% |
| 5Y | +136.5% | +3.9% | +132.6% | +124.7% |
| All | +186.7% | +789.3% | -602.7% | +79.2% |
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