+110.9%
DT vs MSCI
+160.9%
-50.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -0.6% |
| 7D | -4.9% | -2.1% | -2.8% | -3.5% |
| 30D | +2.7% | -1.7% | +4.4% | +4.0% |
| 3M | +20.0% | -8.2% | +28.2% | +26.2% |
| 6M | +28.0% | -2.4% | +30.5% | +29.5% |
| YTD | +16.0% | -2.8% | +18.9% | +16.9% |
| 1Y | +0.7% | -2.7% | +3.4% | +0.3% |
| 3Y | +6.2% | +7.3% | -1.1% | -6.2% |
| 5Y | -28.1% | -11.4% | -16.7% | -28.4% |
| All | +110.9% | +160.9% | -50.1% | -7.8% |
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