+820.4%
MSCI vs A
+308.8%
+511.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +16.5% | +3.3% | +13.2% | +14.2% |
| 3M | +18.2% | +18.5% | -0.4% | +6.8% |
| 6M | +14.0% | +59.3% | -45.3% | -14.4% |
| YTD | +16.6% | +31.0% | -14.4% | -2.8% |
| 1Y | +14.8% | +19.3% | -4.5% | +1.0% |
| 3Y | +33.3% | +66.8% | -33.6% | -12.3% |
| 5Y | +9.1% | +15.5% | -6.4% | -7.9% |
| 10Y | +820.4% | +312.3% | +508.0% | +263.9% |
| All | +820.4% | +308.8% | +511.5% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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