+1,661.6%
MSCI vs USFR
+28.5%
+1,633.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +15.4% | +0.4% | +15.0% | +15.1% |
| 3M | +13.4% | +1.1% | +12.4% | +12.7% |
| 6M | +10.9% | +2.1% | +8.9% | +9.5% |
| YTD | +13.0% | +3.4% | +9.6% | +10.7% |
| 1Y | +12.0% | +4.1% | +7.9% | +9.3% |
| 3Y | +34.1% | +14.4% | +19.7% | +23.8% |
| 5Y | +3.9% | +21.3% | -17.5% | -7.5% |
| 10Y | +802.0% | +28.5% | +773.5% | +676.1% |
| All | +1,661.6% | +28.5% | +1,633.1% | +1,399.7% |
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