+620.6%
MSCI vs NYT
+489.9%
+130.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -1.1% | +4.6% | -5.7% | -2.6% |
| 3M | -6.3% | -9.6% | +3.2% | -3.8% |
| 6M | +2.1% | -14.0% | +16.1% | +6.2% |
| YTD | -2.3% | -2.8% | +0.6% | -2.5% |
| 1Y | -3.9% | +15.6% | -19.5% | -9.5% |
| 3Y | +7.5% | +56.3% | -48.9% | -10.4% |
| 5Y | -9.8% | +39.5% | -49.3% | -24.1% |
| All | +620.6% | +489.9% | +130.7% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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