+371.7%
TPR vs MSCI
+809.1%
-437.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +6.4% | -1.9% | +8.3% | +7.2% |
| 30D | +13.8% | +16.5% | -2.7% | +5.9% |
| 3M | -16.6% | +18.2% | -34.8% | -23.3% |
| 6M | +0.7% | +14.0% | -13.3% | -6.6% |
| YTD | +5.3% | +16.6% | -11.3% | -4.4% |
| 1Y | +32.4% | +14.8% | +17.5% | +21.0% |
| 3Y | +406.4% | +33.3% | +373.1% | +315.8% |
| 5Y | +227.9% | +9.1% | +218.9% | +188.0% |
| 10Y | +371.7% | +820.4% | -448.6% | +75.1% |
| All | +371.7% | +809.1% | -437.4% | +75.1% |
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