+542.0%
MS vs MSCI
+811.9%
-269.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.2% |
| 7D | +5.1% | +3.0% | +2.1% | +3.7% |
| 30D | +5.7% | +17.8% | -12.1% | -2.0% |
| 3M | -12.2% | +15.2% | -27.4% | -17.9% |
| 6M | -0.5% | +16.5% | -17.0% | -8.6% |
| YTD | +9.8% | +16.4% | -6.5% | +0.2% |
| 1Y | +17.7% | +16.8% | +0.9% | +7.1% |
| 3Y | +176.8% | +35.8% | +141.1% | +127.4% |
| 5Y | +123.7% | +7.0% | +116.7% | +99.8% |
| All | +542.0% | +811.9% | -269.9% | +106.8% |
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