+82.3%
DT vs MSCI
+210.8%
-128.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.2% |
| 7D | -7.5% | +2.7% | -10.2% | -9.2% |
| 30D | -31.5% | +16.2% | -47.7% | -38.4% |
| 3M | -14.0% | +17.1% | -31.1% | -23.0% |
| 6M | +6.9% | +13.0% | -6.2% | -2.8% |
| YTD | +0.3% | +15.8% | -15.4% | -10.7% |
| 1Y | -6.9% | +15.5% | -22.4% | -17.1% |
| 3Y | -13.9% | +32.3% | -46.2% | -34.5% |
| 5Y | -39.9% | +8.2% | -48.1% | -48.1% |
| All | +82.3% | +210.8% | -128.5% | -29.5% |
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 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