+183.8%
EXC vs MSCI
+799.4%
-615.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | +9.3% | +14.4% | -5.1% | +5.3% |
| 3M | +1.0% | +15.2% | -14.2% | -3.0% |
| 6M | +5.9% | +11.2% | -5.3% | +2.2% |
| YTD | +7.6% | +13.9% | -6.3% | +2.4% |
| 1Y | +2.4% | +12.5% | -10.1% | -2.2% |
| 3Y | +30.2% | +32.3% | -2.0% | +15.1% |
| 5Y | +41.4% | +4.9% | +36.5% | +31.0% |
| 10Y | +183.8% | +779.7% | -595.9% | +43.9% |
| All | +183.8% | +799.4% | -615.6% | +43.9% |
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