+553.1%
MA vs MSCI
+789.3%
-236.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.6% |
| 7D | +2.3% | +2.8% | -0.5% | +0.9% |
| 30D | +14.7% | +15.4% | -0.7% | +6.8% |
| 3M | +13.5% | +13.4% | +0.1% | +6.4% |
| 6M | +33.1% | +10.9% | +22.2% | +25.3% |
| YTD | +15.1% | +13.0% | +2.1% | +6.3% |
| 1Y | +18.7% | +12.0% | +6.7% | +10.2% |
| 3Y | +72.1% | +34.1% | +38.0% | +39.6% |
| 5Y | +92.8% | +3.9% | +88.9% | +73.4% |
| All | +553.1% | +789.3% | -236.3% | +70.8% |
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