+356.2%
TPR vs MSCI
+811.9%
-455.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | -0.3% | +3.0% | -3.3% | -1.7% |
| 30D | +15.1% | +17.8% | -2.7% | +6.5% |
| 3M | +3.5% | +15.2% | -11.7% | -3.4% |
| 6M | +0.4% | +16.5% | -16.0% | -7.7% |
| YTD | +4.6% | +16.4% | -11.8% | -5.0% |
| 1Y | +33.1% | +16.8% | +16.3% | +20.6% |
| 3Y | +396.0% | +35.8% | +360.2% | +303.1% |
| 5Y | +230.3% | +7.0% | +223.3% | +192.7% |
| All | +356.2% | +811.9% | -455.6% | +59.2% |
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