+785.4%
MSCI vs Z
-14.9%
+800.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.7% |
| 7D | +2.8% | -4.6% | +7.4% | +3.8% |
| 30D | +15.4% | +8.3% | +7.1% | +12.9% |
| 3M | +13.4% | -11.6% | +25.0% | +15.8% |
| 6M | +10.9% | -33.6% | +44.5% | +20.5% |
| YTD | +13.0% | -56.7% | +69.7% | +34.1% |
| 1Y | +12.0% | -59.1% | +71.2% | +34.4% |
| 3Y | +34.1% | -20.4% | +54.5% | +30.6% |
| 5Y | +3.9% | -55.3% | +59.2% | +10.1% |
| All | +785.4% | -14.9% | +800.3% | +607.0% |
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