+217.0%
W vs MSCI
+789.3%
-572.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -5.2% |
| 7D | +1.1% | +2.7% | -1.6% | -1.1% |
| 30D | +6.4% | +16.2% | -9.8% | -7.6% |
| 3M | +9.0% | +17.1% | -8.1% | -6.7% |
| 6M | +69.8% | +13.0% | +56.8% | +47.1% |
| YTD | +12.1% | +15.8% | -3.7% | -6.8% |
| 1Y | 0.0% | +15.5% | -15.5% | -16.3% |
| 3Y | +160.3% | +32.3% | +128.0% | +84.0% |
| 5Y | -53.3% | +8.2% | -61.5% | -58.4% |
| 10Y | +217.0% | +800.7% | -583.7% | -16.8% |
| All | +217.0% | +789.3% | -572.3% | -16.8% |
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