+235.5%
EW vs MSCI
+789.3%
-553.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.2% |
| 7D | +11.0% | +2.8% | +8.2% | +9.7% |
| 30D | +19.1% | +15.4% | +3.7% | +12.1% |
| 3M | +14.4% | +13.4% | +0.9% | +8.2% |
| 6M | +22.8% | +10.9% | +11.9% | +16.3% |
| YTD | +19.8% | +13.0% | +6.8% | +11.5% |
| 1Y | +23.9% | +12.0% | +11.9% | +15.7% |
| 3Y | +52.2% | +34.1% | +18.1% | +25.8% |
| 5Y | -13.9% | +3.9% | -17.8% | -22.2% |
| All | +235.5% | +789.3% | -553.9% | +30.8% |
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