+220.4%
W vs MSCI
+809.1%
-588.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | -7.4% | -1.9% | -5.5% | -5.6% |
| 30D | +7.8% | +16.5% | -8.7% | -6.6% |
| 3M | +10.9% | +18.2% | -7.3% | -6.0% |
| 6M | +86.4% | +14.0% | +72.5% | +60.2% |
| YTD | +14.0% | +16.6% | -2.6% | -5.8% |
| 1Y | +3.5% | +14.8% | -11.3% | -12.8% |
| 3Y | +164.8% | +33.3% | +131.5% | +85.9% |
| 5Y | -53.1% | +9.1% | -62.2% | -58.6% |
| 10Y | +220.4% | +820.4% | -599.9% | -16.1% |
| All | +220.4% | +809.1% | -588.7% | -16.1% |
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