+223.5%
C vs MSCI
+789.3%
-565.8%
-56.5%
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% | +1.5% |
| 7D | -2.4% | +2.8% | -5.2% | -3.6% |
| 30D | -6.0% | +15.4% | -21.4% | -11.7% |
| 3M | -10.5% | +13.4% | -24.0% | -15.5% |
| 6M | -5.7% | +10.9% | -16.6% | -11.1% |
| YTD | +4.1% | +13.0% | -8.8% | -3.5% |
| 1Y | +20.5% | +12.0% | +8.5% | +12.0% |
| 3Y | +208.1% | +34.1% | +174.0% | +157.2% |
| 5Y | +110.4% | +3.9% | +106.5% | +90.7% |
| All | +223.5% | +789.3% | -565.8% | +21.2% |
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