+326.1%
TPR vs MSCI
+610.9%
-284.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -23.0% | +0.6% | -23.5% | -23.4% |
| 3M | -12.5% | -7.1% | -5.4% | -10.3% |
| 6M | -21.4% | +0.8% | -22.3% | -23.0% |
| YTD | -3.5% | +1.0% | -4.5% | -6.2% |
| 1Y | +17.4% | +4.3% | +13.0% | +11.4% |
| 3Y | +291.3% | +9.9% | +281.3% | +252.4% |
| 5Y | +241.9% | -6.8% | +248.7% | +222.5% |
| All | +326.1% | +610.9% | -284.7% | +73.8% |
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