+239.8%
EW vs MSCI
+799.4%
-559.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +12.3% | +1.5% | +10.8% | +11.6% |
| 30D | +22.9% | +14.4% | +8.5% | +16.1% |
| 3M | +16.7% | +15.2% | +1.5% | +9.7% |
| 6M | +31.0% | +11.2% | +19.7% | +24.0% |
| YTD | +22.8% | +13.9% | +8.9% | +13.9% |
| 1Y | +25.6% | +12.5% | +13.1% | +17.1% |
| 3Y | +62.0% | +32.3% | +29.7% | +34.8% |
| 5Y | -12.8% | +4.9% | -17.6% | -21.5% |
| 10Y | +239.8% | +779.7% | -539.9% | +34.0% |
| All | +239.8% | +799.4% | -559.6% | +34.0% |
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