+622.3%
MSCI vs CP
+220.9%
+401.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.8% |
| 30D | +0.6% | +0.2% | +0.4% | +0.3% |
| 3M | -7.1% | +2.6% | -9.6% | -8.6% |
| 6M | +0.8% | +6.0% | -5.1% | -3.0% |
| YTD | +1.0% | +24.9% | -23.9% | -11.8% |
| 1Y | +4.3% | +20.1% | -15.8% | -7.1% |
| 3Y | +9.9% | +16.4% | -6.4% | -3.5% |
| 5Y | -6.8% | +31.7% | -38.5% | -25.0% |
| All | +622.3% | +220.9% | +401.4% | +248.2% |
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