+12.0%
MSCI vs DAR
+54.9%
-42.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +2.8% | -9.9% | +12.8% | +2.5% |
| 30D | +15.4% | -16.4% | +31.8% | +14.9% |
| 3M | +13.4% | -17.1% | +30.5% | +12.6% |
| 6M | +10.9% | -20.5% | +31.4% | +10.0% |
| YTD | +13.0% | +39.4% | -26.4% | +10.1% |
| 1Y | +12.0% | +57.2% | -45.2% | +7.4% |
| All | +12.0% | +54.9% | -42.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling