+599.5%
XYZ vs MSCI
+789.3%
-189.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +3.7% |
| 7D | +12.1% | +2.8% | +9.3% | +9.8% |
| 30D | +12.4% | +15.4% | -3.0% | -0.9% |
| 3M | +8.2% | +13.4% | -5.2% | -3.3% |
| 6M | +20.7% | +10.9% | +9.8% | +8.1% |
| YTD | +31.3% | +13.0% | +18.4% | +13.8% |
| 1Y | +20.5% | +12.0% | +8.5% | +5.3% |
| 3Y | +72.6% | +34.1% | +38.5% | +17.3% |
| 5Y | -64.0% | +3.9% | -67.9% | -67.8% |
| All | +599.5% | +789.3% | -189.8% | +44.9% |
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