+260.9%
PM vs MSCI
+809.1%
-548.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -7.1% | -1.9% | -5.2% | -6.7% |
| 30D | -2.8% | +16.5% | -19.3% | -6.1% |
| 3M | +6.3% | +18.2% | -11.8% | +2.3% |
| 6M | +9.6% | +14.0% | -4.3% | +6.1% |
| YTD | +25.6% | +16.6% | +9.0% | +20.4% |
| 1Y | +29.7% | +14.8% | +14.8% | +24.7% |
| 3Y | +147.6% | +33.3% | +114.3% | +126.6% |
| 5Y | +160.1% | +9.1% | +151.1% | +144.1% |
| 10Y | +260.9% | +820.4% | -559.5% | +96.3% |
| All | +260.9% | +809.1% | -548.2% | +96.3% |
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