-7.5%
MSCI vs DG
-35.0%
+27.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +0.4% | +8.4% | -8.0% | -0.7% |
| 30D | +0.6% | +4.9% | -4.4% | -0.1% |
| 3M | -7.1% | +29.3% | -36.4% | -10.0% |
| 6M | +0.8% | -11.3% | +12.1% | +1.7% |
| YTD | +1.0% | +1.8% | -0.8% | +0.3% |
| 1Y | +4.3% | +25.3% | -21.0% | +0.9% |
| 3Y | +9.9% | +9.1% | +0.9% | +6.2% |
| All | -7.5% | -35.0% | +27.5% | +3.3% |
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