+800.7%
MSCI vs M
-3.0%
+803.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +2.7% | +5.0% | -2.4% | +2.1% |
| 30D | +16.2% | +10.6% | +5.6% | +14.9% |
| 3M | +17.1% | +1.6% | +15.5% | +16.7% |
| 6M | +13.0% | +30.8% | -17.8% | +9.3% |
| YTD | +15.8% | +16.9% | -1.1% | +13.0% |
| 1Y | +15.5% | +26.3% | -10.8% | +11.7% |
| 3Y | +32.3% | +158.6% | -126.3% | +15.2% |
| 5Y | +8.2% | +2.1% | +6.1% | +1.1% |
| 10Y | +800.7% | -4.3% | +805.0% | +678.8% |
| All | +800.7% | -3.0% | +803.7% | +678.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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