+196.3%
SO vs MSCI
+809.1%
-612.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.8% | -1.9% | +2.7% | +1.1% |
| 30D | +7.8% | +16.5% | -8.7% | +4.5% |
| 3M | +2.9% | +18.2% | -15.3% | -0.6% |
| 6M | +2.5% | +14.0% | -11.5% | -0.7% |
| YTD | +10.3% | +16.6% | -6.3% | +5.8% |
| 1Y | +6.4% | +14.8% | -8.5% | +2.4% |
| 3Y | +52.8% | +33.3% | +19.5% | +39.7% |
| 5Y | +78.7% | +9.1% | +69.6% | +67.4% |
| 10Y | +196.3% | +820.4% | -624.1% | +89.2% |
| All | +196.3% | +809.1% | -612.8% | +89.2% |
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