+779.7%
MSCI vs ESI
+323.5%
+456.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.8% |
| 7D | +1.5% | -3.5% | +4.9% | +2.3% |
| 30D | +14.4% | -9.3% | +23.6% | +17.2% |
| 3M | +15.2% | -12.8% | +28.0% | +18.8% |
| 6M | +11.2% | -24.6% | +35.8% | +17.9% |
| YTD | +13.9% | +32.7% | -18.8% | -4.9% |
| 1Y | +12.5% | +20.3% | -7.8% | -2.7% |
| 3Y | +32.3% | +80.2% | -47.9% | -7.2% |
| 5Y | +4.9% | +40.0% | -35.1% | -19.7% |
| 10Y | +779.7% | +310.8% | +468.9% | +326.2% |
| All | +779.7% | +323.5% | +456.2% | +326.2% |
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