+800.7%
MSCI vs AR
+52.4%
+748.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.1% |
| 7D | +2.7% | -5.8% | +8.4% | +3.1% |
| 30D | +16.2% | +4.8% | +11.4% | +15.7% |
| 3M | +17.1% | +1.5% | +15.6% | +16.7% |
| 6M | +13.0% | +4.7% | +8.3% | +12.3% |
| YTD | +15.8% | +9.2% | +6.6% | +14.3% |
| 1Y | +15.5% | +11.2% | +4.3% | +13.7% |
| 3Y | +32.3% | +46.2% | -13.9% | +26.0% |
| 5Y | +8.2% | +98.1% | -89.9% | -0.1% |
| 10Y | +800.7% | +54.5% | +746.2% | +697.2% |
| All | +800.7% | +52.4% | +748.3% | +697.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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