+207.2%
C vs MSCI
+799.8%
-592.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +4.7% | -0.7% | +5.4% | +5.0% |
| 30D | +0.2% | +16.2% | -16.0% | -6.2% |
| 3M | -9.3% | +16.1% | -25.5% | -15.2% |
| 6M | -0.8% | +12.9% | -13.8% | -7.2% |
| YTD | +8.5% | +14.8% | -6.3% | -0.2% |
| 1Y | +23.1% | +13.8% | +9.3% | +13.7% |
| 3Y | +220.8% | +31.2% | +189.5% | +170.6% |
| 5Y | +112.4% | +5.6% | +106.8% | +91.2% |
| All | +207.2% | +799.8% | -592.6% | +9.7% |
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