+345.8%
PSX vs MSCI
+799.4%
-453.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.7% |
| 7D | -8.0% | +1.5% | -9.5% | -8.4% |
| 30D | -9.0% | +14.4% | -23.4% | -12.5% |
| 3M | +24.7% | +15.2% | +9.5% | +19.6% |
| 6M | +49.3% | +11.2% | +38.1% | +43.8% |
| YTD | +100.2% | +13.9% | +86.2% | +90.0% |
| 1Y | +88.8% | +12.5% | +76.3% | +79.9% |
| 3Y | +152.5% | +32.3% | +120.2% | +124.6% |
| 5Y | +283.2% | +4.9% | +278.3% | +256.6% |
| 10Y | +345.8% | +779.7% | -433.9% | +101.8% |
| All | +345.8% | +799.4% | -453.6% | +101.8% |
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