+785.4%
MSCI vs SPG
+109.7%
+675.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +2.8% | +4.9% | -2.1% | +1.7% |
| 30D | +15.4% | +15.6% | -0.2% | +11.7% |
| 3M | +13.4% | +4.1% | +9.3% | +12.4% |
| 6M | +10.9% | +13.6% | -2.7% | +7.6% |
| YTD | +13.0% | +27.5% | -14.6% | +6.4% |
| 1Y | +12.0% | +32.2% | -20.2% | +4.7% |
| 3Y | +34.1% | +126.0% | -91.9% | +10.7% |
| 5Y | +3.9% | +74.7% | -70.9% | -11.3% |
| All | +785.4% | +109.7% | +675.7% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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