+142.2%
CI vs MSCI
+799.8%
-657.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -1.7% | -0.7% | -1.1% | -1.5% |
| 30D | +4.9% | +16.2% | -11.3% | +0.7% |
| 3M | +7.4% | +16.1% | -8.7% | +3.0% |
| 6M | +0.4% | +12.9% | -12.5% | -3.6% |
| YTD | +9.5% | +14.8% | -5.4% | +4.1% |
| 1Y | +12.0% | +13.8% | -1.8% | +6.8% |
| 3Y | +7.1% | +31.2% | -24.1% | -5.3% |
| 5Y | +49.3% | +5.6% | +43.8% | +38.1% |
| All | +142.2% | +799.8% | -657.6% | +6.7% |
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