+175.2%
SO vs MSCI
+789.3%
-614.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | -1.5% | +2.8% | -4.3% | -2.1% |
| 30D | +8.1% | +15.4% | -7.3% | +5.0% |
| 3M | +0.2% | +13.4% | -13.2% | -2.4% |
| 6M | +0.4% | +10.9% | -10.5% | -2.2% |
| YTD | +8.5% | +13.0% | -4.5% | +4.8% |
| 1Y | +4.9% | +12.0% | -7.1% | +1.5% |
| 3Y | +47.9% | +34.1% | +13.8% | +34.8% |
| 5Y | +75.7% | +3.9% | +71.8% | +66.3% |
| All | +175.2% | +789.3% | -614.2% | +77.3% |
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