+800.7%
MSCI vs IT
+88.3%
+712.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +2.7% | -7.5% | +10.2% | +6.1% |
| 30D | +16.2% | -1.2% | +17.4% | +15.9% |
| 3M | +17.1% | -2.2% | +19.3% | +16.2% |
| 6M | +13.0% | +19.1% | -6.1% | +0.1% |
| YTD | +15.8% | -25.1% | +40.9% | +24.5% |
| 1Y | +15.5% | -17.4% | +32.9% | +18.3% |
| 3Y | +32.3% | -54.1% | +86.4% | +72.1% |
| 5Y | +8.2% | -42.7% | +50.8% | +22.6% |
| 10Y | +800.7% | +88.1% | +712.5% | +448.9% |
| All | +800.7% | +88.3% | +712.4% | +448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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