+28.6%
MSCI vs S
-48.9%
+77.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | -0.7% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +14.4% | -10.5% | +24.9% | +16.3% |
| 3M | +15.2% | +9.9% | +5.3% | +11.8% |
| 6M | +11.2% | +41.8% | -30.6% | +2.2% |
| YTD | +13.9% | +56.8% | -42.9% | +1.8% |
| 1Y | +12.5% | +39.0% | -26.5% | +2.6% |
| 3Y | +32.3% | +53.8% | -21.5% | +12.2% |
| 5Y | +4.9% | -68.6% | +73.4% | +8.4% |
| All | +28.6% | -48.9% | +77.5% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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