+2,862.1%
MSCI vs CF
+828.2%
+2,033.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.8% | +6.4% |
| 7D | +11.5% | -6.9% | +18.3% | +13.2% |
| 30D | +22.1% | -3.7% | +25.8% | +22.9% |
| 3M | +18.4% | -5.0% | +23.4% | +19.1% |
| 6M | +16.6% | -10.5% | +27.1% | +18.3% |
| YTD | +18.8% | +46.5% | -27.7% | +5.1% |
| 1Y | +19.0% | +34.8% | -15.8% | +7.2% |
| 3Y | +40.7% | +46.7% | -6.0% | +21.3% |
| 5Y | +7.9% | +112.0% | -104.1% | -19.7% |
| 10Y | +848.9% | +529.7% | +319.2% | +377.2% |
| All | +2,862.1% | +828.2% | +2,033.9% | +913.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 all: compounded portfolio wealth divided by compounded CF 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…
all analysis · Full analysis span regression · 6 months rolling