+345.2%
IR vs MSCI
+631.2%
-286.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.8% | +4.3% |
| 7D | +5.0% | +1.5% | +3.6% | +4.3% |
| 30D | +10.3% | +14.4% | -4.1% | +4.1% |
| 3M | -0.1% | +15.2% | -15.3% | -6.1% |
| 6M | +14.8% | +11.2% | +3.5% | +8.4% |
| YTD | +9.7% | +13.9% | -4.2% | +1.4% |
| 1Y | +12.2% | +12.5% | -0.3% | +4.3% |
| 3Y | +30.0% | +32.3% | -2.3% | +8.9% |
| 5Y | +46.8% | +4.9% | +42.0% | +32.5% |
| All | +345.2% | +631.2% | -286.0% | +51.9% |
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