+800.7%
MSCI vs FIVE
+562.8%
+237.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.7% | +7.3% | -4.7% | +0.9% |
| 30D | +16.2% | +18.1% | -1.8% | +11.6% |
| 3M | +17.1% | +7.7% | +9.4% | +14.5% |
| 6M | +13.0% | +13.6% | -0.6% | +8.3% |
| YTD | +15.8% | +34.6% | -18.8% | +5.6% |
| 1Y | +15.5% | +66.2% | -50.8% | -0.3% |
| 3Y | +32.3% | +43.5% | -11.2% | +11.2% |
| 5Y | +8.2% | +20.7% | -12.5% | -7.5% |
| 10Y | +800.7% | +541.5% | +259.2% | +443.9% |
| All | +800.7% | +562.8% | +237.9% | +443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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