+1,474.7%
MSCI vs USFR
+27.5%
+1,447.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.6% | +0.3% | +0.3% | +0.4% |
| 3M | -7.1% | +1.0% | -8.1% | -7.6% |
| 6M | +0.8% | +1.9% | -1.1% | -0.3% |
| YTD | +1.0% | +2.6% | -1.6% | -0.6% |
| 1Y | +4.3% | +4.0% | +0.3% | +1.9% |
| 3Y | +9.9% | +14.1% | -4.2% | +1.6% |
| 5Y | -6.8% | +20.4% | -27.2% | -16.6% |
| 10Y | +614.7% | +28.0% | +586.7% | +516.4% |
| All | +1,474.7% | +27.5% | +1,447.2% | +1,246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling