+22.7%
MSCI vs Q
+80.0%
-57.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.8% |
| 7D | -1.9% | +6.6% | -8.5% | -1.5% |
| 30D | +16.5% | +2.7% | +13.7% | +16.8% |
| 3M | +18.2% | -8.4% | +26.6% | +17.9% |
| 6M | +14.0% | -17.3% | +31.3% | +13.3% |
| YTD | +16.6% | +55.3% | -38.7% | +12.5% |
| 1Y | +14.8% | +31.5% | -16.6% | +10.9% |
| All | +22.7% | +80.0% | -57.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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