-7.5%
MSCI vs DAR
-11.0%
+3.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | +0.6% | +12.8% | -12.2% | -2.1% |
| 3M | -7.1% | +7.4% | -14.4% | -8.8% |
| 6M | +0.8% | +22.3% | -21.4% | -4.0% |
| YTD | +1.0% | +81.1% | -80.1% | -11.8% |
| 1Y | +4.3% | +106.5% | -102.2% | -12.2% |
| 3Y | +9.9% | +5.3% | +4.6% | +7.7% |
| All | -7.5% | -11.0% | +3.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling