+834.9%
MSCI vs BR
+275.8%
+559.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -0.7% | -1.3% | +0.6% | +0.3% |
| 30D | +16.2% | +13.7% | +2.5% | +6.0% |
| 3M | +16.1% | +13.8% | +2.3% | +5.5% |
| 6M | +12.9% | +29.7% | -16.8% | -7.4% |
| YTD | +14.8% | -12.6% | +27.4% | +24.9% |
| 1Y | +13.8% | -12.4% | +26.2% | +23.5% |
| 3Y | +31.2% | +14.1% | +17.1% | +13.8% |
| 5Y | +5.6% | +18.7% | -13.1% | -12.3% |
| All | +834.9% | +275.8% | +559.2% | +239.4% |
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