+785.4%
MSCI vs ESI
+312.6%
+472.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.9% |
| 7D | +2.8% | -8.5% | +11.3% | +5.5% |
| 30D | +15.4% | -15.7% | +31.1% | +21.1% |
| 3M | +13.4% | -18.2% | +31.7% | +19.5% |
| 6M | +10.9% | -28.8% | +39.7% | +19.7% |
| YTD | +13.0% | +26.3% | -13.3% | -4.1% |
| 1Y | +12.0% | +18.2% | -6.2% | -2.8% |
| 3Y | +34.1% | +68.1% | -34.0% | -3.6% |
| 5Y | +3.9% | +28.8% | -24.9% | -18.2% |
| All | +785.4% | +312.6% | +472.8% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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