+5.6%
MSCI vs DG
-35.8%
+41.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +17.8% | +3.2% | +14.6% | +17.3% |
| 3M | +15.2% | +10.4% | +4.8% | +13.7% |
| 6M | +16.5% | +33.2% | -16.7% | +12.5% |
| YTD | +16.4% | +3.0% | +13.4% | +15.3% |
| 1Y | +16.8% | +31.2% | -14.4% | +12.5% |
| 3Y | +35.8% | +21.8% | +13.9% | +27.4% |
| All | +5.6% | -35.8% | +41.4% | +16.9% |
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