+82.5%
O vs MSCI
+809.1%
-726.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +9.4% | +16.5% | -7.0% | +4.5% |
| 3M | -2.4% | +18.2% | -20.6% | -7.3% |
| 6M | -1.9% | +14.0% | -15.8% | -6.3% |
| YTD | +10.5% | +16.6% | -6.1% | +3.9% |
| 1Y | +10.0% | +14.8% | -4.9% | +3.9% |
| 3Y | +40.5% | +33.3% | +7.2% | +23.0% |
| 5Y | +10.2% | +9.1% | +1.2% | +0.4% |
| 10Y | +82.5% | +820.4% | -737.9% | -17.6% |
| All | +82.5% | +809.1% | -726.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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