+34.0%
MSCI vs DG
+22.1%
+11.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.4% |
| 7D | -0.7% | -2.5% | +1.8% | -0.5% |
| 30D | +16.2% | +7.7% | +8.5% | +15.6% |
| 3M | +16.1% | +13.1% | +3.0% | +15.3% |
| 6M | +12.9% | +32.0% | -19.1% | +11.6% |
| YTD | +14.8% | +3.3% | +11.5% | +14.0% |
| 1Y | +13.8% | +31.7% | -17.9% | +12.9% |
| All | +34.0% | +22.1% | +11.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling