+186.8%
SO vs MSCI
+799.4%
-612.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -1.1% | +1.5% | -2.5% | -1.4% |
| 30D | +8.6% | +14.4% | -5.8% | +5.7% |
| 3M | +1.8% | +15.2% | -13.4% | -1.2% |
| 6M | +3.6% | +11.2% | -7.6% | +0.9% |
| YTD | +9.9% | +13.9% | -4.0% | +6.0% |
| 1Y | +5.7% | +12.5% | -6.8% | +2.2% |
| 3Y | +52.5% | +32.3% | +20.2% | +39.5% |
| 5Y | +77.3% | +4.9% | +72.5% | +67.6% |
| 10Y | +186.8% | +779.7% | -592.9% | +82.9% |
| All | +186.8% | +799.4% | -612.6% | +82.9% |
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