+834.9%
MSCI vs USFR
+28.5%
+806.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +16.2% | +0.4% | +15.8% | +15.9% |
| 3M | +16.1% | +1.0% | +15.1% | +15.3% |
| 6M | +12.9% | +2.0% | +10.9% | +11.2% |
| YTD | +14.8% | +3.4% | +11.4% | +11.9% |
| 1Y | +13.8% | +4.1% | +9.7% | +10.4% |
| 3Y | +31.2% | +14.4% | +16.8% | +19.7% |
| 5Y | +5.6% | +21.4% | -15.8% | -7.8% |
| All | +834.9% | +28.5% | +806.4% | +685.5% |
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