+611.5%
MSCI vs BG
+171.4%
+440.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | -4.7% | +3.7% | -8.4% | -5.5% |
| 30D | -2.2% | +12.3% | -14.5% | -4.7% |
| 3M | -9.7% | -2.2% | -7.5% | -9.6% |
| 6M | +0.3% | +5.3% | -5.1% | -1.6% |
| YTD | -3.5% | +42.4% | -45.9% | -11.9% |
| 1Y | -1.4% | +55.2% | -56.6% | -12.2% |
| 3Y | +6.6% | +21.0% | -14.4% | -0.7% |
| 5Y | -10.9% | +87.1% | -98.0% | -27.6% |
| All | +611.5% | +171.4% | +440.1% | +365.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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