-7.5%
MSCI vs DD
+61.3%
-68.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +0.4% | -3.5% | +3.9% | +1.7% |
| 30D | +0.6% | -10.3% | +10.9% | +4.5% |
| 3M | -7.1% | -7.5% | +0.5% | -4.8% |
| 6M | +0.8% | -8.0% | +8.8% | +2.7% |
| YTD | +1.0% | +10.5% | -9.5% | -5.8% |
| 1Y | +4.3% | +38.3% | -34.0% | -12.7% |
| 3Y | +9.9% | +42.5% | -32.5% | -12.6% |
| All | -7.5% | +61.3% | -68.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling