+61.6%
DRAM vs MSCI
+24.8%
+36.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.7% | +9.6% | +10.9% |
| 7D | -0.6% | -1.9% | +1.3% | -2.6% |
| 30D | -18.0% | +16.5% | -34.5% | -5.6% |
| 3M | -11.9% | +18.2% | -30.1% | +3.2% |
| 6M | -18.6% | +14.0% | -32.5% | -3.1% |
| All | +61.6% | +24.8% | +36.8% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling