-10.1%
MSCI vs NYT
+38.5%
-48.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | -1.1% | -1.6% | +0.5% | -0.6% |
| 30D | -1.2% | +2.8% | -3.9% | -2.1% |
| 3M | -8.4% | -9.2% | +0.8% | -6.0% |
| 6M | -1.0% | -17.1% | +16.1% | +4.2% |
| YTD | -2.3% | -3.2% | +1.0% | -2.5% |
| 1Y | -1.2% | +15.7% | -16.9% | -7.4% |
| 3Y | +7.9% | +55.7% | -47.8% | -12.4% |
| 5Y | -10.1% | +39.4% | -49.4% | -29.7% |
| All | -10.1% | +38.5% | -48.5% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling