-26.3%
U vs MSCI
+105.6%
-132.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.6% |
| 7D | +24.4% | +2.7% | +21.7% | +20.6% |
| 30D | +7.4% | +16.2% | -8.9% | -7.7% |
| 3M | +16.8% | +17.1% | -0.3% | -0.4% |
| 6M | +78.8% | +13.0% | +65.8% | +54.6% |
| YTD | +14.0% | +15.8% | -1.8% | -6.0% |
| 1Y | +16.7% | +15.5% | +1.2% | -3.8% |
| 3Y | +86.4% | +32.3% | +54.1% | +20.8% |
| 5Y | -71.5% | +8.2% | -79.6% | -77.6% |
| All | -26.3% | +105.6% | -132.0% | -65.2% |
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