+30.7%
MSCI vs S
-49.1%
+79.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +16.2% | -10.8% | +27.0% | +18.3% |
| 3M | +17.1% | +5.4% | +11.7% | +14.6% |
| 6M | +13.0% | +41.2% | -28.2% | +3.9% |
| YTD | +15.8% | +56.2% | -40.4% | +3.5% |
| 1Y | +15.5% | +36.3% | -20.8% | +5.7% |
| 3Y | +32.3% | +49.4% | -17.1% | +12.9% |
| 5Y | +8.2% | -66.9% | +75.0% | +11.3% |
| All | +30.7% | -49.1% | +79.8% | +31.0% |
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