+61.4%
T vs MSCI
+809.1%
-747.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | +2.0% | -1.9% | +3.9% | +2.3% |
| 30D | -1.0% | +16.5% | -17.5% | -3.7% |
| 3M | -8.1% | +18.2% | -26.3% | -10.8% |
| 6M | -8.3% | +14.0% | -22.2% | -10.7% |
| YTD | -6.1% | +16.6% | -22.7% | -9.3% |
| 1Y | -7.4% | +14.8% | -22.2% | -10.3% |
| 3Y | +65.4% | +33.3% | +32.2% | +53.3% |
| 5Y | +57.6% | +9.1% | +48.6% | +49.0% |
| 10Y | +61.4% | +820.4% | -759.0% | -0.4% |
| All | +61.4% | +809.1% | -747.7% | -0.4% |
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