+800.7%
MSCI vs NI
+181.4%
+619.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +2.7% | +1.5% | +1.2% | +2.1% |
| 30D | +16.2% | +11.9% | +4.4% | +11.2% |
| 3M | +17.1% | +9.1% | +7.9% | +13.0% |
| 6M | +13.0% | -1.8% | +14.8% | +13.4% |
| YTD | +15.8% | +11.4% | +4.4% | +9.7% |
| 1Y | +15.5% | +6.4% | +9.1% | +11.5% |
| 3Y | +32.3% | +98.2% | -65.9% | -2.8% |
| 5Y | +8.2% | +110.1% | -101.9% | -22.9% |
| 10Y | +800.7% | +189.0% | +611.7% | +482.5% |
| All | +800.7% | +181.4% | +619.3% | +482.5% |
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