+307.3%
SPY vs MSCI
+799.4%
-492.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | -3.3% | +14.4% | -17.7% | -8.1% |
| 3M | -2.4% | +15.2% | -17.6% | -7.7% |
| 6M | +2.6% | +11.2% | -8.7% | -2.5% |
| YTD | +11.2% | +13.9% | -2.7% | +3.9% |
| 1Y | +13.4% | +12.5% | +0.9% | +6.4% |
| 3Y | +79.9% | +32.3% | +47.6% | +53.9% |
| 5Y | +72.2% | +4.9% | +67.3% | +56.7% |
| 10Y | +307.3% | +779.7% | -472.4% | +73.5% |
| All | +307.3% | +799.4% | -492.1% | +73.5% |
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