+785.4%
MSCI vs CAPR
-68.5%
+853.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -6.9% | -2.3% |
| 7D | +2.8% | +41.1% | -38.2% | +2.3% |
| 30D | +15.4% | +11.1% | +4.3% | +15.2% |
| 3M | +13.4% | +115.3% | -101.9% | +11.6% |
| 6M | +10.9% | -73.8% | +84.7% | +11.8% |
| YTD | +13.0% | -68.8% | +81.8% | +13.4% |
| 1Y | +12.0% | +43.3% | -31.3% | +5.1% |
| 3Y | +34.1% | +214.7% | -180.6% | +18.4% |
| 5Y | +3.9% | +141.3% | -137.4% | -9.0% |
| All | +785.4% | -68.5% | +853.9% | +635.3% |
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