-36.6%
DT vs MSCI
+6.3%
-42.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | +3.1% | +2.7% | +0.5% | +1.4% |
| 30D | -29.5% | +17.4% | -47.0% | -36.6% |
| 3M | -11.7% | +14.8% | -26.5% | -19.5% |
| 6M | +29.0% | +16.1% | +12.9% | +15.9% |
| YTD | +3.4% | +16.0% | -12.6% | -7.4% |
| 1Y | -4.2% | +16.4% | -20.7% | -14.5% |
| 3Y | -12.8% | +35.3% | -48.2% | -34.4% |
| All | -36.6% | +6.3% | -42.9% | -43.1% |
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