+58.9%
MSCI vs COMP
-52.0%
+110.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.7% | -13.0% | -3.8% |
| 7D | +2.8% | +13.4% | -10.6% | +0.9% |
| 30D | +15.4% | +11.1% | +4.3% | +13.4% |
| 3M | +13.4% | -18.8% | +32.3% | +16.2% |
| 6M | +10.9% | +10.5% | +0.4% | +8.1% |
| YTD | +13.0% | -3.4% | +16.4% | +10.7% |
| 1Y | +12.0% | +19.7% | -7.7% | +6.1% |
| 3Y | +34.1% | +381.6% | -347.5% | -5.7% |
| 5Y | +3.9% | -17.6% | +21.5% | -14.1% |
| All | +58.9% | -52.0% | +110.9% | +33.1% |
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