+2,253.3%
MSCI vs DG
+632.1%
+1,621.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.9% | -3.0% | +1.1% | -1.2% |
| 30D | +16.5% | +8.6% | +7.9% | +14.3% |
| 3M | +18.2% | +15.0% | +3.2% | +14.4% |
| 6M | +14.0% | +32.7% | -18.7% | +6.8% |
| YTD | +16.6% | +5.5% | +11.1% | +14.2% |
| 1Y | +14.8% | +34.6% | -19.8% | +6.2% |
| 3Y | +33.3% | +24.2% | +9.0% | +19.3% |
| 5Y | +9.1% | -32.3% | +41.3% | +14.6% |
| 10Y | +820.4% | +111.1% | +709.3% | +614.3% |
| All | +2,253.3% | +632.1% | +1,621.2% | +1,213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling