+779.7%
MSCI vs USFR
+28.5%
+751.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +14.4% | +0.4% | +14.0% | +14.1% |
| 3M | +15.2% | +1.1% | +14.1% | +14.3% |
| 6M | +11.2% | +2.0% | +9.2% | +9.6% |
| YTD | +13.9% | +3.4% | +10.5% | +11.1% |
| 1Y | +12.5% | +4.1% | +8.4% | +9.1% |
| 3Y | +32.3% | +14.3% | +18.0% | +20.6% |
| 5Y | +4.9% | +21.3% | -16.4% | -8.5% |
| 10Y | +779.7% | +28.5% | +751.2% | +635.2% |
| All | +779.7% | +28.5% | +751.2% | +635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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