+1,938.4%
MSCI vs DG
+606.1%
+1,332.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +0.4% | +8.4% | -8.0% | -1.4% |
| 30D | +0.6% | +4.9% | -4.4% | -0.6% |
| 3M | -7.1% | +29.3% | -36.4% | -12.3% |
| 6M | +0.8% | -11.3% | +12.1% | +2.9% |
| YTD | +1.0% | +1.8% | -0.8% | -0.1% |
| 1Y | +4.3% | +25.3% | -21.0% | -2.0% |
| 3Y | +9.9% | +9.1% | +0.9% | +1.8% |
| 5Y | -6.8% | -34.9% | +28.1% | -1.0% |
| 10Y | +614.7% | +108.2% | +506.5% | +456.6% |
| All | +1,938.4% | +606.1% | +1,332.3% | +1,048.5% |
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