-34.5%
TLT vs MSCI
+6.3%
-40.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.1% | +2.7% | -5.8% | -3.3% |
| 30D | +1.0% | +17.4% | -16.4% | -0.2% |
| 3M | -2.7% | +14.8% | -17.5% | -3.8% |
| 6M | -4.1% | +16.1% | -20.3% | -5.4% |
| YTD | -5.4% | +16.0% | -21.4% | -6.7% |
| 1Y | -7.0% | +16.4% | -23.5% | -8.4% |
| 3Y | +2.8% | +35.3% | -32.5% | -0.4% |
| All | -34.5% | +6.3% | -40.9% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling