+847.5%
MSCI vs CAPR
-65.7%
+913.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.3% | +1.4% |
| 7D | +3.0% | +5.9% | -2.9% | +2.8% |
| 30D | +17.8% | +44.6% | -26.8% | +17.0% |
| 3M | +15.2% | +126.4% | -111.2% | +13.2% |
| 6M | +16.5% | -68.6% | +85.1% | +17.1% |
| YTD | +16.4% | -67.0% | +83.3% | +16.6% |
| 1Y | +16.8% | +65.2% | -48.4% | +9.1% |
| 3Y | +35.8% | +235.6% | -199.8% | +19.5% |
| 5Y | +7.0% | +175.4% | -168.5% | -6.7% |
| All | +847.5% | -65.7% | +913.2% | +703.3% |
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