+800.7%
MSCI vs ECL
+196.4%
+604.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +16.2% | +8.6% | +7.6% | +10.7% |
| 3M | +17.1% | +7.9% | +9.2% | +11.7% |
| 6M | +13.0% | +21.0% | -8.0% | +0.2% |
| YTD | +15.8% | +17.5% | -1.7% | +3.2% |
| 1Y | +15.5% | +19.7% | -4.2% | +1.6% |
| 3Y | +32.3% | +77.4% | -45.1% | -11.8% |
| 5Y | +8.2% | +38.7% | -30.5% | -17.0% |
| 10Y | +800.7% | +193.5% | +607.2% | +313.5% |
| All | +800.7% | +196.4% | +604.3% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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