+820.4%
MSCI vs DAR
+290.1%
+530.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.5% |
| 7D | -1.9% | +3.6% | -5.5% | -2.8% |
| 30D | +16.5% | -11.3% | +27.7% | +19.6% |
| 3M | +18.2% | -13.1% | +31.3% | +21.5% |
| 6M | +14.0% | -15.1% | +29.1% | +17.4% |
| YTD | +16.6% | +50.5% | -33.9% | +3.0% |
| 1Y | +14.8% | +57.9% | -43.1% | 0.0% |
| 3Y | +33.3% | +28.9% | +4.3% | +16.7% |
| 5Y | +9.1% | -31.4% | +40.5% | +12.3% |
| 10Y | +820.4% | +301.0% | +519.3% | +382.0% |
| All | +820.4% | +290.1% | +530.3% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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