+0.7%
DT vs MSCI
+0.3%
+0.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -1.3% |
| 7D | -4.9% | -2.1% | -2.8% | -3.9% |
| 30D | +2.7% | -1.7% | +4.4% | +3.7% |
| 3M | +20.0% | -8.2% | +28.2% | +24.1% |
| 6M | +28.0% | -2.4% | +30.5% | +28.5% |
| YTD | +16.0% | -2.8% | +18.9% | +18.7% |
| 1Y | +0.7% | -2.7% | +3.4% | +4.2% |
| All | +0.7% | +0.3% | +0.4% | +4.2% |
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