+995.4%
TER vs MSCI
+811.9%
+183.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.1% |
| 7D | +14.4% | +3.0% | +11.4% | +12.7% |
| 30D | -30.6% | +17.8% | -48.4% | -36.6% |
| 3M | -39.2% | +15.2% | -54.4% | -44.2% |
| 6M | -31.3% | +16.5% | -47.8% | -39.7% |
| YTD | +29.1% | +16.4% | +12.7% | +11.1% |
| 1Y | +47.4% | +16.8% | +30.6% | +26.3% |
| 3Y | +191.2% | +35.8% | +155.5% | +116.7% |
| 5Y | +74.0% | +7.0% | +67.0% | +47.1% |
| All | +995.4% | +811.9% | +183.6% | +172.8% |
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