-28.4%
DT vs MSCI
-11.2%
-17.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -0.5% | -1.1% | +0.6% | +0.2% |
| 30D | +0.1% | -1.2% | +1.2% | +0.9% |
| 3M | +24.1% | -8.4% | +32.5% | +30.4% |
| 6M | +30.1% | -1.0% | +31.2% | +30.3% |
| YTD | +16.8% | -2.3% | +19.0% | +17.2% |
| 1Y | -0.1% | -1.2% | +1.1% | -1.3% |
| 3Y | +6.8% | +7.9% | -1.1% | -6.0% |
| 5Y | -28.4% | -10.1% | -18.3% | -28.6% |
| All | -28.4% | -11.2% | -17.2% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling