-1.7%
MSCI vs DG
+21.0%
-22.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.1% |
| 7D | -2.1% | -2.5% | +0.4% | -1.6% |
| 30D | -1.7% | +1.0% | -2.8% | -1.9% |
| 3M | -8.2% | +20.3% | -28.5% | -10.2% |
| 6M | -2.4% | -11.7% | +9.3% | -3.2% |
| YTD | -2.8% | -2.3% | -0.5% | -3.7% |
| All | -1.7% | +21.0% | -22.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling