-1.4%
MSCI vs DGX
+29.3%
-30.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -1.2% |
| 7D | -4.7% | -3.5% | -1.3% | -4.6% |
| 30D | -2.2% | -2.7% | +0.5% | -2.1% |
| 3M | -9.7% | +13.9% | -23.6% | -10.1% |
| 6M | +0.3% | +16.0% | -15.8% | -0.7% |
| YTD | -3.5% | +34.9% | -38.4% | -5.9% |
| 1Y | -1.4% | +30.6% | -31.9% | -4.2% |
| All | -1.4% | +29.3% | -30.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling