-48.5%
TE vs MSCI
+120.8%
-169.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +11.2% |
| 7D | +18.2% | -2.1% | +20.3% | +18.9% |
| 30D | -13.5% | -1.7% | -11.8% | -13.2% |
| 3M | -44.6% | -8.2% | -36.4% | -43.7% |
| 6M | -24.7% | -2.4% | -22.3% | -25.2% |
| YTD | -24.3% | -2.8% | -21.4% | -25.0% |
| 1Y | +155.6% | -2.7% | +158.2% | +151.0% |
| 3Y | -18.3% | +7.3% | -25.6% | -24.1% |
| 5Y | -41.3% | -11.4% | -29.9% | -46.2% |
| All | -48.5% | +120.8% | -169.3% | -54.1% |
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