+3,653.2%
FIX vs MSCI
+789.3%
+2,863.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +6.2% |
| 7D | -17.5% | +2.8% | -20.3% | -18.5% |
| 30D | -41.6% | +15.4% | -57.0% | -44.7% |
| 3M | -40.6% | +13.4% | -54.0% | -43.6% |
| 6M | -49.4% | +10.9% | -60.3% | -52.4% |
| YTD | +9.2% | +13.0% | -3.8% | +0.9% |
| 1Y | +6.5% | +12.0% | -5.6% | -1.4% |
| 3Y | +448.7% | +34.1% | +414.6% | +364.4% |
| 5Y | +948.7% | +3.9% | +944.8% | +850.5% |
| All | +3,653.2% | +789.3% | +2,863.8% | +1,549.5% |
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