+631.0%
MSCI vs BR
+185.2%
+445.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.1% | -5.0% | +3.9% | +2.6% |
| 30D | -1.2% | -2.5% | +1.3% | +0.5% |
| 3M | -8.4% | +13.5% | -21.9% | -17.0% |
| 6M | -1.0% | -9.4% | +8.4% | +5.1% |
| YTD | -2.3% | -23.3% | +21.0% | +16.8% |
| 1Y | -1.2% | -31.6% | +30.4% | +28.4% |
| 3Y | +7.9% | -5.1% | +13.0% | +7.4% |
| 5Y | -10.1% | +8.2% | -18.2% | -20.1% |
| 10Y | +631.0% | +189.8% | +441.1% | +227.9% |
| All | +631.0% | +185.2% | +445.8% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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