+214.8%
B vs MSCI
+811.9%
-597.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -7.3% | +3.0% | -10.3% | -7.8% |
| 30D | -3.3% | +17.8% | -21.1% | -5.9% |
| 3M | -7.8% | +15.2% | -23.0% | -9.9% |
| 6M | -15.5% | +16.5% | -32.0% | -18.0% |
| YTD | -12.3% | +16.4% | -28.6% | -15.1% |
| 1Y | +5.4% | +16.8% | -11.4% | +1.9% |
| 3Y | +165.5% | +35.8% | +129.8% | +146.4% |
| 5Y | +107.0% | +7.0% | +100.1% | +95.9% |
| All | +214.8% | +811.9% | -597.0% | +109.2% |
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