+1,299.7%
DE vs MSCI
+2,756.4%
-1,456.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +10.0% | +0.4% | +9.6% | +9.8% |
| 30D | +13.3% | +0.6% | +12.8% | +12.9% |
| 3M | +17.5% | -7.1% | +24.6% | +19.8% |
| 6M | +13.6% | +0.8% | +12.7% | +11.6% |
| YTD | +49.8% | +1.0% | +48.8% | +46.0% |
| 1Y | +47.9% | +4.3% | +43.6% | +41.4% |
| 3Y | +72.5% | +9.9% | +62.6% | +57.4% |
| 5Y | +90.2% | -6.8% | +97.0% | +77.8% |
| 10Y | +865.4% | +614.7% | +250.7% | +250.2% |
| All | +1,299.7% | +2,756.4% | -1,456.7% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling