+618.6%
MSCI vs DRI
+363.5%
+255.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +0.6% | +3.8% | -3.3% | -0.7% |
| 3M | -7.1% | +13.0% | -20.1% | -10.7% |
| 6M | +0.8% | +8.3% | -7.5% | -2.2% |
| YTD | +1.0% | +20.6% | -19.6% | -5.5% |
| 1Y | +4.3% | +6.5% | -2.1% | +1.2% |
| 3Y | +9.9% | +53.7% | -43.8% | -6.4% |
| 5Y | -6.8% | +72.7% | -79.4% | -24.0% |
| All | +618.6% | +363.5% | +255.1% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling