+515.5%
MAR vs MSCI
+799.4%
-283.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +0.2% | +1.5% | -1.2% | -0.4% |
| 30D | +14.0% | +14.4% | -0.4% | +8.4% |
| 3M | +18.1% | +15.2% | +2.9% | +11.8% |
| 6M | +18.6% | +11.2% | +7.4% | +12.9% |
| YTD | +35.3% | +13.9% | +21.3% | +26.3% |
| 1Y | +44.5% | +12.5% | +32.0% | +35.6% |
| 3Y | +120.7% | +32.3% | +88.4% | +89.1% |
| 5Y | +164.1% | +4.9% | +159.2% | +140.6% |
| 10Y | +515.5% | +779.7% | -264.2% | +170.4% |
| All | +515.5% | +799.4% | -283.9% | +170.4% |
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