+32.3%
MSCI vs DAR
+20.8%
+11.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.8% |
| 7D | +2.7% | -3.8% | +6.5% | +3.0% |
| 30D | +16.2% | -14.4% | +30.7% | +17.7% |
| 3M | +17.1% | -17.9% | +35.0% | +18.9% |
| 6M | +13.0% | -18.3% | +31.3% | +14.6% |
| YTD | +15.8% | +43.2% | -27.5% | +9.9% |
| 1Y | +15.5% | +57.7% | -42.2% | +8.2% |
| 3Y | +32.3% | +22.7% | +9.6% | +27.4% |
| All | +32.3% | +20.8% | +11.5% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling