+1,077.0%
TER vs MSCI
+809.1%
+267.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +7.9% |
| 7D | +5.9% | -1.9% | +7.8% | +7.2% |
| 30D | -30.8% | +16.5% | -47.2% | -36.3% |
| 3M | -29.9% | +18.2% | -48.1% | -36.5% |
| 6M | -27.5% | +14.0% | -41.4% | -35.5% |
| YTD | +37.5% | +16.6% | +20.9% | +18.3% |
| 1Y | +50.3% | +14.8% | +35.4% | +30.3% |
| 3Y | +204.9% | +33.3% | +171.6% | +130.0% |
| 5Y | +89.2% | +9.1% | +80.1% | +58.2% |
| 10Y | +1,077.0% | +820.4% | +256.6% | +206.2% |
| All | +1,077.0% | +809.1% | +267.8% | +206.2% |
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