+611.5%
MSCI vs AU
+694.8%
-83.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.0% |
| 7D | -4.7% | -7.0% | +2.3% | -4.3% |
| 30D | -2.2% | +7.3% | -9.4% | -2.7% |
| 3M | -9.7% | +33.2% | -42.9% | -11.6% |
| 6M | +0.3% | -0.6% | +0.9% | -0.3% |
| YTD | -3.5% | +26.2% | -29.6% | -6.0% |
| 1Y | -1.4% | +68.3% | -69.6% | -6.3% |
| 3Y | +6.6% | +592.1% | -585.5% | -11.7% |
| 5Y | -10.9% | +685.3% | -696.2% | -28.0% |
| All | +611.5% | +694.8% | -83.3% | +503.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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