+847.5%
MSCI vs D
+48.0%
+799.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +3.0% | -1.4% | +4.4% | +3.5% |
| 30D | +17.8% | +7.7% | +10.1% | +14.7% |
| 3M | +15.2% | -0.3% | +15.5% | +15.2% |
| 6M | +16.5% | +10.1% | +6.4% | +12.2% |
| YTD | +16.4% | +19.1% | -2.7% | +8.1% |
| 1Y | +16.8% | +15.9% | +0.9% | +9.5% |
| 3Y | +35.8% | +75.0% | -39.2% | +5.6% |
| 5Y | +7.0% | +13.4% | -6.4% | -0.6% |
| All | +847.5% | +48.0% | +799.5% | +678.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling