+611.5%
MSCI vs NI
+143.3%
+468.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | -2.2% | -1.4% | -0.8% | -1.7% |
| 3M | -9.7% | -10.6% | +0.9% | -5.8% |
| 6M | +0.3% | -9.9% | +10.2% | +3.9% |
| YTD | -3.5% | +1.2% | -4.7% | -5.0% |
| 1Y | -1.4% | +4.4% | -5.8% | -4.3% |
| 3Y | +6.6% | +68.6% | -62.0% | -16.5% |
| 5Y | -10.9% | +98.0% | -108.9% | -35.0% |
| All | +611.5% | +143.3% | +468.2% | +381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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