+779.7%
MSCI vs CP
+261.0%
+518.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | +1.5% | +2.8% | -1.3% | +0.1% |
| 30D | +14.4% | +11.3% | +3.1% | +8.3% |
| 3M | +15.2% | +2.9% | +12.3% | +13.3% |
| 6M | +11.2% | +9.8% | +1.5% | +5.4% |
| YTD | +13.9% | +28.5% | -14.6% | -2.0% |
| 1Y | +12.5% | +33.5% | -21.0% | -5.4% |
| 3Y | +32.3% | +31.9% | +0.3% | +7.7% |
| 5Y | +4.9% | +25.5% | -20.6% | -13.0% |
| 10Y | +779.7% | +257.6% | +522.1% | +315.0% |
| All | +779.7% | +261.0% | +518.7% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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