+755.9%
DE vs MSCI
+811.9%
-56.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +0.3% | +3.0% | -2.7% | -0.6% |
| 30D | +3.6% | +17.8% | -14.2% | -1.7% |
| 3M | +10.2% | +15.2% | -4.9% | +5.2% |
| 6M | +16.6% | +16.5% | +0.1% | +9.9% |
| YTD | +45.8% | +16.4% | +29.5% | +36.3% |
| 1Y | +43.9% | +16.8% | +27.1% | +34.3% |
| 3Y | +89.6% | +35.8% | +53.8% | +63.2% |
| 5Y | +100.3% | +7.0% | +93.4% | +82.8% |
| All | +755.9% | +811.9% | -56.0% | +232.7% |
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