+63.7%
MSCI vs COMP
-52.0%
+115.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +3.0% | 0.0% | +3.0% | +2.9% |
| 30D | +17.8% | +16.6% | +1.2% | +14.9% |
| 3M | +15.2% | -23.5% | +38.7% | +19.0% |
| 6M | +16.5% | +25.7% | -9.3% | +11.4% |
| YTD | +16.4% | -3.4% | +19.8% | +13.9% |
| 1Y | +16.8% | +7.6% | +9.2% | +12.3% |
| 3Y | +35.8% | +423.6% | -387.8% | -6.0% |
| 5Y | +7.0% | -10.6% | +17.6% | -12.0% |
| All | +63.7% | -52.0% | +115.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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