+150.9%
CI vs MSCI
+809.1%
-658.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.3% | -1.9% | +0.6% | -0.8% |
| 30D | +6.4% | +16.5% | -10.1% | +2.1% |
| 3M | +10.7% | +18.2% | -7.5% | +5.7% |
| 6M | +5.5% | +14.0% | -8.5% | +1.1% |
| YTD | +11.4% | +16.6% | -5.2% | +5.5% |
| 1Y | +15.0% | +14.8% | +0.2% | +9.4% |
| 3Y | +9.0% | +33.3% | -24.3% | -4.0% |
| 5Y | +52.0% | +9.1% | +42.9% | +38.9% |
| 10Y | +150.9% | +820.4% | -669.4% | +14.3% |
| All | +150.9% | +809.1% | -658.2% | +14.3% |
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