+498.8%
MAR vs MSCI
+811.9%
-313.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | +1.6% | +3.0% | -1.4% | +0.5% |
| 30D | +13.8% | +17.8% | -4.0% | +7.0% |
| 3M | +20.3% | +15.2% | +5.1% | +13.9% |
| 6M | +21.3% | +16.5% | +4.8% | +13.5% |
| YTD | +37.2% | +16.4% | +20.8% | +27.0% |
| 1Y | +48.4% | +16.8% | +31.6% | +37.3% |
| 3Y | +120.1% | +35.8% | +84.4% | +86.6% |
| 5Y | +182.1% | +7.0% | +175.1% | +155.0% |
| All | +498.8% | +811.9% | -313.1% | +144.5% |
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