+82.1%
DT vs MSCI
+203.3%
-121.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.9% |
| 7D | -24.7% | +2.8% | -27.5% | -26.3% |
| 30D | -27.4% | +15.4% | -42.8% | -34.3% |
| 3M | -11.1% | +13.4% | -24.5% | -18.7% |
| 6M | +13.7% | +10.9% | +2.8% | +4.8% |
| YTD | +0.2% | +13.0% | -12.7% | -9.3% |
| 1Y | -5.7% | +12.0% | -17.7% | -14.3% |
| 3Y | -8.1% | +34.1% | -42.2% | -31.0% |
| 5Y | -43.1% | +3.9% | -47.0% | -49.4% |
| All | +82.1% | +203.3% | -121.2% | -28.4% |
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 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