+605.8%
MSCI vs IT
+89.8%
+516.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.6% | -0.6% |
| 7D | -2.1% | -9.1% | +7.1% | +1.9% |
| 30D | -1.7% | -7.0% | +5.3% | +0.9% |
| 3M | -8.2% | +7.6% | -15.9% | -13.5% |
| 6M | -2.4% | +2.1% | -4.6% | -6.7% |
| YTD | -2.8% | -31.6% | +28.8% | +10.1% |
| 1Y | -2.7% | -29.9% | +27.3% | +7.8% |
| 3Y | +7.3% | -51.3% | +58.6% | +34.2% |
| 5Y | -11.4% | -44.8% | +33.4% | +3.0% |
| 10Y | +605.8% | +91.4% | +514.5% | +353.4% |
| All | +605.8% | +89.8% | +516.0% | +353.4% |
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