+584.9%
XYZ vs MSCI
+811.9%
-227.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.6% |
| 7D | -1.1% | +3.0% | -4.1% | -3.6% |
| 30D | +11.5% | +17.8% | -6.3% | -3.5% |
| 3M | +1.8% | +15.2% | -13.4% | -10.4% |
| 6M | +21.2% | +16.5% | +4.7% | +3.8% |
| YTD | +29.9% | +16.4% | +13.6% | +9.6% |
| 1Y | +35.8% | +16.8% | +19.0% | +14.2% |
| 3Y | +62.6% | +35.8% | +26.8% | +9.4% |
| 5Y | -62.8% | +7.0% | -69.8% | -67.5% |
| All | +584.9% | +811.9% | -227.0% | +25.3% |
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