+162.6%
DUK vs MSCI
+811.9%
-649.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +1.9% | +3.0% | -1.1% | +1.4% |
| 30D | +8.9% | +17.8% | -8.9% | +5.7% |
| 3M | +5.6% | +15.2% | -9.6% | +2.8% |
| 6M | +7.0% | +16.5% | -9.5% | +3.6% |
| YTD | +14.0% | +16.4% | -2.3% | +9.9% |
| 1Y | +9.1% | +16.8% | -7.7% | +5.0% |
| 3Y | +67.6% | +35.8% | +31.8% | +53.8% |
| 5Y | +56.6% | +7.0% | +49.6% | +48.1% |
| All | +162.6% | +811.9% | -649.3% | +65.7% |
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