+144.9%
W vs MSCI
+624.4%
-479.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -4.2% | +0.4% | -4.6% | -4.5% |
| 30D | -7.6% | +0.6% | -8.1% | -8.3% |
| 3M | +37.2% | -7.1% | +44.2% | +44.0% |
| 6M | +26.3% | +0.8% | +25.5% | +21.8% |
| YTD | -1.0% | +1.0% | -2.0% | -5.9% |
| 1Y | +20.1% | +4.3% | +15.8% | +10.8% |
| 3Y | +37.8% | +9.9% | +27.8% | +17.1% |
| 5Y | -63.7% | -6.8% | -56.9% | -63.0% |
| All | +144.9% | +624.4% | -479.5% | -29.8% |
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