+74.3%
F vs MSCI
+789.3%
-715.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.3% |
| 7D | +1.0% | +2.7% | -1.7% | -0.1% |
| 30D | +2.1% | +16.2% | -14.1% | -3.7% |
| 3M | -10.3% | +17.1% | -27.3% | -15.7% |
| 6M | +3.3% | +13.0% | -9.7% | -2.5% |
| YTD | -2.0% | +15.8% | -17.8% | -9.1% |
| 1Y | -2.3% | +15.5% | -17.8% | -9.3% |
| 3Y | +49.9% | +32.3% | +17.6% | +27.9% |
| 5Y | -12.5% | +8.2% | -20.6% | -21.9% |
| 10Y | +74.3% | +800.7% | -726.4% | -21.9% |
| All | +74.3% | +789.3% | -715.1% | -21.9% |
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