+1,258.8%
DE vs MSCI
+3,095.4%
-1,836.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +2.1% |
| 7D | -0.6% | +2.8% | -3.4% | -1.7% |
| 30D | +2.3% | +15.4% | -13.2% | -3.4% |
| 3M | +9.5% | +13.4% | -3.9% | +3.9% |
| 6M | +14.1% | +10.9% | +3.2% | +8.2% |
| YTD | +45.4% | +13.0% | +32.4% | +35.4% |
| 1Y | +42.9% | +12.0% | +30.9% | +33.4% |
| 3Y | +84.8% | +34.1% | +50.7% | +55.5% |
| 5Y | +101.8% | +3.9% | +97.9% | +81.1% |
| 10Y | +788.0% | +802.0% | -14.0% | +192.5% |
| All | +1,258.8% | +3,095.4% | -1,836.6% | +125.5% |
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