+622.3%
MSCI vs CAPR
-75.6%
+698.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | +0.6% | +139.2% | -138.6% | -1.1% |
| 3M | -7.1% | -66.4% | +59.3% | -6.5% |
| 6M | +0.8% | -63.1% | +64.0% | +1.2% |
| YTD | +1.0% | -67.4% | +68.4% | +1.4% |
| 1Y | +4.3% | +58.2% | -53.9% | -2.5% |
| 3Y | +9.9% | +42.2% | -32.3% | -0.8% |
| 5Y | -6.8% | +87.3% | -94.0% | -17.8% |
| All | +622.3% | -75.6% | +698.0% | +507.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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