+39.6%
DUK vs MSCI
-11.2%
+50.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | -1.9% | -8.4% | +6.5% | -1.1% |
| 6M | -6.5% | -1.0% | -5.5% | -6.7% |
| YTD | +5.4% | -2.3% | +7.7% | +5.1% |
| 1Y | +3.6% | -1.2% | +4.7% | +3.0% |
| 3Y | +48.1% | +7.9% | +40.2% | +44.1% |
| 5Y | +39.6% | -10.1% | +49.6% | +29.3% |
| All | +39.6% | -11.2% | +50.7% | +29.3% |
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