+3,553.2%
FIX vs MSCI
+809.0%
+2,744.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +9.4% | +2.7% | +6.8% | +8.5% |
| 30D | -27.8% | +17.4% | -45.2% | -32.0% |
| 3M | -35.6% | +14.8% | -50.4% | -39.1% |
| 6M | -45.2% | +16.1% | -61.3% | -49.3% |
| YTD | +19.5% | +16.0% | +3.5% | +9.5% |
| 1Y | +24.2% | +16.4% | +7.8% | +13.6% |
| 3Y | +494.2% | +35.3% | +458.8% | +402.1% |
| 5Y | +1,036.1% | +6.6% | +1,029.5% | +921.2% |
| All | +3,553.2% | +809.0% | +2,744.2% | +1,410.9% |
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