+6.3%
MSCI vs D
+14.9%
-8.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +6.0% | +6.9% | -0.9% | +4.1% |
| 30D | +18.2% | +12.3% | +5.9% | +14.6% |
| 3M | +15.1% | +3.0% | +12.1% | +14.1% |
| 6M | +13.7% | +12.8% | +0.9% | +9.8% |
| YTD | +15.6% | +22.6% | -7.0% | +8.4% |
| 1Y | +16.3% | +21.7% | -5.3% | +9.3% |
| 3Y | +36.9% | +83.9% | -47.0% | +9.7% |
| 5Y | +6.3% | +14.0% | -7.7% | +6.0% |
| All | +6.3% | +14.9% | -8.6% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling