+2,417.1%
MSCI vs D
+223.2%
+2,193.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +0.6% | -3.6% | +4.1% | +2.3% |
| 3M | -7.1% | -1.0% | -6.1% | -6.7% |
| 6M | +0.8% | +6.3% | -5.4% | -2.9% |
| YTD | +1.0% | +14.7% | -13.7% | -6.9% |
| 1Y | +4.3% | +16.9% | -12.6% | -5.1% |
| 3Y | +9.9% | +56.8% | -46.8% | -17.1% |
| 5Y | -6.8% | +5.2% | -12.0% | -13.7% |
| 10Y | +614.7% | +35.9% | +578.8% | +425.1% |
| All | +2,417.1% | +223.2% | +2,193.9% | +794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling