+251.0%
SPOT vs MSCI
+315.5%
-64.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | -6.5% | -1.1% | -5.4% | -6.0% |
| 30D | +2.2% | -1.2% | +3.3% | +2.7% |
| 3M | +5.4% | -8.4% | +13.8% | +9.2% |
| 6M | -4.0% | -1.0% | -3.0% | -4.6% |
| YTD | -9.9% | -2.3% | -7.7% | -10.8% |
| 1Y | -27.3% | -1.2% | -26.1% | -29.0% |
| 3Y | +236.4% | +7.9% | +228.5% | +202.0% |
| 5Y | +112.6% | -10.1% | +122.6% | +102.2% |
| All | +251.0% | +315.5% | -64.6% | +39.8% |
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