+618.6%
MSCI vs NDAQ
+382.2%
+236.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +1.1% |
| 7D | +0.4% | -2.4% | +2.8% | +2.3% |
| 30D | +0.6% | +2.5% | -1.9% | -1.3% |
| 3M | -7.1% | +9.9% | -17.0% | -13.9% |
| 6M | +0.8% | +9.4% | -8.6% | -6.7% |
| YTD | +1.0% | +0.4% | +0.6% | -0.4% |
| 1Y | +4.3% | +4.0% | +0.3% | -0.1% |
| 3Y | +9.9% | +94.4% | -84.4% | -37.2% |
| 5Y | -6.8% | +56.7% | -63.5% | -36.7% |
| All | +618.6% | +382.2% | +236.4% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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