+3.8%
MSCI vs DG
-34.7%
+38.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.9% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | +15.4% | +9.5% | +5.9% | +14.1% |
| 3M | +13.4% | +5.5% | +7.9% | +12.5% |
| 6M | +10.9% | +16.1% | -5.2% | +8.7% |
| YTD | +13.0% | +2.7% | +10.3% | +12.0% |
| 1Y | +12.0% | +42.1% | -30.1% | +7.0% |
| 3Y | +34.1% | +19.3% | +14.8% | +26.5% |
| All | +3.8% | -34.7% | +38.5% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling