+234.7%
PM vs MSCI
+799.4%
-564.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.6% |
| 7D | -7.3% | +1.5% | -8.7% | -7.6% |
| 30D | -4.0% | +14.4% | -18.4% | -6.9% |
| 3M | +2.7% | +15.2% | -12.5% | -0.6% |
| 6M | +14.9% | +11.2% | +3.6% | +11.7% |
| YTD | +23.5% | +13.9% | +9.6% | +19.0% |
| 1Y | +30.4% | +12.5% | +17.9% | +25.9% |
| 3Y | +143.2% | +32.3% | +110.9% | +122.9% |
| 5Y | +159.5% | +4.9% | +154.6% | +145.8% |
| 10Y | +234.7% | +779.7% | -545.1% | +80.4% |
| All | +234.7% | +799.4% | -564.7% | +80.4% |
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