+622.3%
MSCI vs D
+35.0%
+587.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | +1.5% | -1.1% | -0.1% |
| 30D | +0.6% | -2.6% | +3.1% | +1.5% |
| 3M | -7.1% | 0.0% | -7.1% | -7.1% |
| 6M | +0.8% | +7.4% | -6.5% | -2.3% |
| YTD | +1.0% | +15.9% | -14.9% | -5.3% |
| 1Y | +4.3% | +18.1% | -13.8% | -3.1% |
| 3Y | +9.9% | +58.4% | -48.4% | -11.3% |
| 5Y | -6.8% | +5.2% | -12.0% | -10.8% |
| All | +622.3% | +35.0% | +587.3% | +510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling