+605.8%
MSCI vs EVRG
+114.7%
+491.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.6% | -4.1% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -1.7% | -0.5% | -1.2% | -1.6% |
| 3M | -8.2% | +1.5% | -9.7% | -8.9% |
| 6M | -2.4% | +1.2% | -3.6% | -3.3% |
| YTD | -2.8% | +16.3% | -19.1% | -9.6% |
| 1Y | -2.7% | +20.3% | -22.9% | -10.9% |
| 3Y | +7.3% | +72.3% | -65.0% | -17.0% |
| 5Y | -11.4% | +46.7% | -58.1% | -26.9% |
| 10Y | +605.8% | +113.8% | +492.0% | +384.8% |
| All | +605.8% | +114.7% | +491.1% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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