+65.3%
T vs MSCI
+594.9%
-529.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.3% |
| 7D | -1.5% | -2.1% | +0.5% | -1.2% |
| 30D | +7.6% | -1.7% | +9.3% | +7.9% |
| 3M | +15.3% | -8.2% | +23.5% | +16.7% |
| 6M | -8.5% | -2.4% | -6.0% | -8.5% |
| YTD | +6.8% | -2.8% | +9.6% | +6.5% |
| 1Y | -7.2% | -2.7% | -4.6% | -7.6% |
| 3Y | +108.2% | +7.3% | +100.9% | +100.5% |
| 5Y | +66.1% | -11.4% | +77.5% | +62.7% |
| 10Y | +65.3% | +605.8% | -540.5% | +3.7% |
| All | +65.3% | +594.9% | -529.6% | +3.7% |
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