+78.2%
O vs MSCI
+799.4%
-721.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | +3.3% | +1.5% | +1.9% | +2.9% |
| 30D | +10.3% | +14.4% | -4.0% | +6.0% |
| 3M | -3.5% | +15.2% | -18.7% | -7.6% |
| 6M | -1.3% | +11.2% | -12.5% | -5.0% |
| YTD | +10.3% | +13.9% | -3.6% | +4.5% |
| 1Y | +10.4% | +12.5% | -2.1% | +4.9% |
| 3Y | +40.0% | +32.3% | +7.7% | +22.7% |
| 5Y | +12.4% | +4.9% | +7.5% | +3.6% |
| 10Y | +78.2% | +779.7% | -701.5% | -19.0% |
| All | +78.2% | +799.4% | -721.2% | -19.0% |
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