+54.1%
T vs MSCI
+799.4%
-745.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +1.7% | +1.5% | +0.2% | +1.4% |
| 30D | -1.7% | +14.4% | -16.1% | -4.0% |
| 3M | -7.3% | +15.2% | -22.5% | -9.7% |
| 6M | -11.2% | +11.2% | -22.4% | -13.2% |
| YTD | -8.1% | +13.9% | -22.0% | -10.8% |
| 1Y | -8.0% | +12.5% | -20.5% | -10.6% |
| 3Y | +62.1% | +32.3% | +29.8% | +50.4% |
| 5Y | +55.7% | +4.9% | +50.8% | +48.3% |
| 10Y | +54.1% | +779.7% | -725.6% | -5.2% |
| All | +54.1% | +799.4% | -745.3% | -5.2% |
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