+500.9%
MAR vs MSCI
+799.8%
-298.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.5% |
| 7D | +1.8% | -0.7% | +2.4% | +2.0% |
| 30D | +14.3% | +16.2% | -1.9% | +8.0% |
| 3M | +20.0% | +16.1% | +3.9% | +13.2% |
| 6M | +21.7% | +12.9% | +8.8% | +15.2% |
| YTD | +37.7% | +14.8% | +22.9% | +28.1% |
| 1Y | +46.8% | +13.8% | +33.0% | +37.1% |
| 3Y | +121.0% | +31.2% | +89.8% | +89.9% |
| 5Y | +183.1% | +5.6% | +177.5% | +157.2% |
| All | +500.9% | +799.8% | -298.9% | +146.6% |
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