+2,715.8%
MSCI vs DAR
+412.1%
+2,303.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +2.8% | -9.9% | +12.8% | +5.8% |
| 30D | +15.4% | -16.4% | +31.8% | +20.9% |
| 3M | +13.4% | -17.1% | +30.5% | +18.6% |
| 6M | +10.9% | -20.5% | +31.4% | +16.8% |
| YTD | +13.0% | +39.4% | -26.4% | +0.8% |
| 1Y | +12.0% | +57.2% | -45.2% | -3.7% |
| 3Y | +34.1% | +13.9% | +20.2% | +20.0% |
| 5Y | +3.9% | -40.8% | +44.7% | +9.7% |
| 10Y | +802.0% | +276.2% | +525.8% | +392.4% |
| All | +2,715.8% | +412.1% | +2,303.7% | +1,041.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling