+820.4%
MSCI vs CG
+299.0%
+521.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -1.9% | -3.8% | +1.9% | -0.5% |
| 30D | +16.5% | +7.5% | +9.0% | +12.9% |
| 3M | +18.2% | -14.4% | +32.6% | +25.3% |
| 6M | +14.0% | -15.7% | +29.6% | +20.7% |
| YTD | +16.6% | -29.0% | +45.6% | +31.3% |
| 1Y | +14.8% | -22.1% | +36.9% | +24.0% |
| 3Y | +33.3% | +49.1% | -15.9% | -1.2% |
| 5Y | +9.1% | -18.4% | +27.4% | +3.4% |
| 10Y | +820.4% | +295.1% | +525.3% | +384.9% |
| All | +820.4% | +299.0% | +521.4% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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