+800.7%
MSCI vs DD
+100.9%
+699.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +2.7% | +2.2% | +0.4% | +1.7% |
| 30D | +16.2% | +20.7% | -4.4% | +8.1% |
| 3M | +17.1% | +11.3% | +5.8% | +12.0% |
| 6M | +13.0% | +6.0% | +7.0% | +9.6% |
| YTD | +15.8% | +31.7% | -15.9% | +1.4% |
| 1Y | +15.5% | +32.2% | -16.8% | +0.9% |
| 3Y | +32.3% | +92.7% | -60.4% | -4.8% |
| 5Y | +8.2% | +72.1% | -63.9% | -19.4% |
| 10Y | +800.7% | +99.7% | +701.0% | +449.3% |
| All | +800.7% | +100.9% | +699.8% | +449.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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