+847.5%
MSCI vs TRU
+183.1%
+664.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.8% | +21.3% | -3.5% | +7.7% |
| 3M | +15.2% | +0.2% | +14.9% | +14.2% |
| 6M | +16.5% | +22.4% | -5.9% | +5.0% |
| YTD | +16.4% | -4.8% | +21.2% | +16.0% |
| 1Y | +16.8% | -0.2% | +17.0% | +13.7% |
| 3Y | +35.8% | +57.9% | -22.2% | -3.5% |
| 5Y | +7.0% | -26.1% | +33.1% | +11.0% |
| All | +847.5% | +183.1% | +664.4% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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