+785.4%
MSCI vs M
-4.2%
+789.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | +2.8% | -4.3% | +7.1% | +3.3% |
| 30D | +15.4% | +1.3% | +14.1% | +15.3% |
| 3M | +13.4% | -7.4% | +20.8% | +14.2% |
| 6M | +10.9% | +18.3% | -7.4% | +8.5% |
| YTD | +13.0% | +7.6% | +5.4% | +11.3% |
| 1Y | +12.0% | +17.4% | -5.4% | +9.3% |
| 3Y | +34.1% | +108.4% | -74.3% | +19.6% |
| 5Y | +3.9% | -10.6% | +14.5% | -1.7% |
| All | +785.4% | -4.2% | +789.6% | +671.6% |
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