+96.4%
DE vs MSCI
-10.9%
+107.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +1.9% | -1.1% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | +9.6% | -1.7% | +11.4% | +10.0% |
| 3M | +19.0% | -8.2% | +27.2% | +20.6% |
| 6M | +16.1% | -2.4% | +18.5% | +15.7% |
| YTD | +47.0% | -2.8% | +49.8% | +46.1% |
| 1Y | +43.1% | -2.7% | +45.8% | +41.7% |
| 3Y | +77.5% | +7.3% | +70.2% | +68.6% |
| 5Y | +96.4% | -11.4% | +107.8% | +84.0% |
| All | +96.4% | -10.9% | +107.2% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling