+2,417.1%
MSCI vs NYT
+329.2%
+2,087.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | -1.3% | +1.7% | +0.8% |
| 30D | +0.6% | +2.7% | -2.2% | -0.3% |
| 3M | -7.1% | -10.3% | +3.2% | -4.6% |
| 6M | +0.8% | -16.6% | +17.4% | +5.4% |
| YTD | +1.0% | -2.3% | +3.3% | +0.7% |
| 1Y | +4.3% | +15.0% | -10.7% | -0.8% |
| 3Y | +9.9% | +57.1% | -47.2% | -6.1% |
| 5Y | -6.8% | +37.2% | -43.9% | -18.8% |
| 10Y | +614.7% | +464.3% | +150.3% | +304.6% |
| All | +2,417.1% | +329.2% | +2,087.9% | +1,145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling