+2,800.3%
MSCI vs NYT
+366.1%
+2,434.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +0.8% |
| 7D | +3.0% | +6.5% | -3.5% | +1.1% |
| 30D | +17.8% | +8.4% | +9.4% | +15.0% |
| 3M | +15.2% | +13.9% | +1.2% | +10.5% |
| 6M | +16.5% | -4.8% | +21.3% | +17.2% |
| YTD | +16.4% | +6.2% | +10.2% | +12.9% |
| 1Y | +16.8% | +14.3% | +2.5% | +10.9% |
| 3Y | +35.8% | +73.6% | -37.8% | +12.3% |
| 5Y | +7.0% | +60.6% | -53.7% | -11.1% |
| 10Y | +818.6% | +550.8% | +267.8% | +397.9% |
| All | +2,800.3% | +366.1% | +2,434.2% | +1,296.2% |
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