+2,715.8%
MSCI vs DD
+236.3%
+2,479.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +2.8% | +4.6% | -1.8% | +0.7% |
| 30D | +15.4% | +11.8% | +3.6% | +10.0% |
| 3M | +13.4% | +2.2% | +11.2% | +11.9% |
| 6M | +10.9% | -1.6% | +12.5% | +10.4% |
| YTD | +13.0% | +23.0% | -10.0% | +0.9% |
| 1Y | +12.0% | +26.9% | -14.9% | -1.4% |
| 3Y | +34.1% | +77.9% | -43.8% | -1.5% |
| 5Y | +3.9% | +59.9% | -56.0% | -20.6% |
| 10Y | +802.0% | +90.1% | +712.0% | +475.7% |
| All | +2,715.8% | +236.3% | +2,479.5% | +1,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling