+820.4%
MSCI vs Z
-14.8%
+835.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -1.9% | -13.1% | +11.2% | +1.2% |
| 30D | +16.5% | +5.9% | +10.6% | +14.5% |
| 3M | +18.2% | -13.7% | +31.9% | +21.3% |
| 6M | +14.0% | -27.1% | +41.1% | +21.2% |
| YTD | +16.6% | -56.8% | +73.4% | +38.4% |
| 1Y | +14.8% | -60.2% | +75.0% | +38.5% |
| 3Y | +33.3% | -19.7% | +53.0% | +29.4% |
| 5Y | +9.1% | -53.7% | +62.8% | +14.7% |
| 10Y | +820.4% | -16.9% | +837.2% | +632.9% |
| All | +820.4% | -14.8% | +835.1% | +632.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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