+2,781.3%
MSCI vs ED
+462.6%
+2,318.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -3.1% |
| 7D | +6.0% | +5.2% | +0.9% | +3.8% |
| 30D | +18.2% | +15.5% | +2.7% | +11.1% |
| 3M | +15.1% | +13.0% | +2.1% | +9.2% |
| 6M | +13.7% | +13.1% | +0.6% | +7.7% |
| YTD | +15.6% | +25.3% | -9.7% | +4.0% |
| 1Y | +16.3% | +30.5% | -14.2% | +2.7% |
| 3Y | +36.9% | +49.3% | -12.4% | +11.2% |
| 5Y | +6.3% | +84.6% | -78.3% | -22.6% |
| 10Y | +823.0% | +135.4% | +687.5% | +447.9% |
| All | +2,781.3% | +462.6% | +2,318.7% | +708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling