+800.7%
MSCI vs P
+691.2%
+109.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +2.7% | -13.3% | +16.0% | +5.0% |
| 30D | +16.2% | -34.0% | +50.2% | +24.4% |
| 3M | +17.1% | +4.1% | +13.0% | +13.5% |
| 6M | +13.0% | +30.5% | -17.5% | +2.4% |
| YTD | +15.8% | +52.2% | -36.4% | 0.0% |
| 1Y | +15.5% | +10.3% | +5.2% | +5.5% |
| 3Y | +32.3% | +180.9% | -148.5% | -14.2% |
| 5Y | +8.2% | +259.7% | -251.5% | -36.8% |
| 10Y | +800.7% | +652.6% | +148.1% | +305.8% |
| All | +800.7% | +691.2% | +109.5% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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