+631.0%
MSCI vs TRU
+146.7%
+484.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | -1.1% | -6.5% | +5.4% | +1.9% |
| 30D | -1.2% | -2.5% | +1.3% | -0.2% |
| 3M | -8.4% | +10.4% | -18.8% | -12.9% |
| 6M | -1.0% | +1.6% | -2.7% | -2.8% |
| YTD | -2.3% | -9.7% | +7.4% | +0.4% |
| 1Y | -1.2% | -17.3% | +16.1% | +4.6% |
| 3Y | +7.9% | -1.8% | +9.7% | -2.8% |
| 5Y | -10.1% | -36.2% | +26.2% | +1.3% |
| 10Y | +631.0% | +143.2% | +487.7% | +351.3% |
| All | +631.0% | +146.7% | +484.3% | +351.3% |
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