+631.0%
MSCI vs TRI
+190.6%
+440.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.6% |
| 7D | -1.1% | -8.4% | +7.3% | +3.7% |
| 30D | -1.2% | -6.5% | +5.3% | +2.2% |
| 3M | -8.4% | +18.6% | -27.0% | -19.3% |
| 6M | -1.0% | -10.4% | +9.4% | +2.0% |
| YTD | -2.3% | -23.7% | +21.4% | +10.9% |
| 1Y | -1.2% | -42.5% | +41.3% | +37.2% |
| 3Y | +7.9% | -19.3% | +27.2% | +9.7% |
| 5Y | -10.1% | -9.7% | -0.4% | -17.0% |
| 10Y | +631.0% | +194.4% | +436.5% | +226.8% |
| All | +631.0% | +190.6% | +440.4% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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