+785.4%
MSCI vs ED
+129.3%
+656.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.5% |
| 7D | +2.8% | +1.6% | +1.2% | +2.3% |
| 30D | +15.4% | +13.3% | +2.1% | +11.1% |
| 3M | +13.4% | +9.7% | +3.7% | +10.2% |
| 6M | +10.9% | +12.8% | -1.9% | +6.8% |
| YTD | +13.0% | +22.3% | -9.3% | +5.5% |
| 1Y | +12.0% | +26.3% | -14.3% | +3.4% |
| 3Y | +34.1% | +45.0% | -10.9% | +16.1% |
| 5Y | +3.9% | +80.2% | -76.3% | -16.7% |
| All | +785.4% | +129.3% | +656.1% | +548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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