+39.8%
MSCI vs PL
+28.1%
+11.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.6% | -3.3% |
| 7D | +2.8% | -6.8% | +9.7% | +3.4% |
| 30D | +15.4% | -29.3% | +44.7% | +19.1% |
| 3M | +13.4% | -44.8% | +58.2% | +19.6% |
| 6M | +10.9% | -68.4% | +79.3% | +22.1% |
| YTD | +13.0% | -36.4% | +49.3% | +12.2% |
| 1Y | +12.0% | +0.7% | +11.3% | +4.0% |
| 3Y | +34.1% | +455.3% | -421.2% | -12.7% |
| 5Y | +3.9% | +22.7% | -18.8% | -18.1% |
| All | +39.8% | +28.1% | +11.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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