+800.7%
MSCI vs MDY
+171.2%
+629.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.9% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | +16.2% | +1.0% | +15.3% | +15.2% |
| 3M | +17.1% | -4.1% | +21.2% | +21.1% |
| 6M | +13.0% | +0.6% | +12.4% | +11.5% |
| YTD | +15.8% | +12.9% | +2.8% | +2.6% |
| 1Y | +15.5% | +14.6% | +0.9% | +0.8% |
| 3Y | +32.3% | +57.1% | -24.8% | -15.6% |
| 5Y | +8.2% | +37.1% | -28.9% | -20.9% |
| 10Y | +800.7% | +171.5% | +629.2% | +277.7% |
| All | +800.7% | +171.2% | +629.5% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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