+785.4%
MSCI vs DRI
+367.2%
+418.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +2.8% | +2.8% | 0.0% | +2.0% |
| 30D | +15.4% | +13.3% | +2.2% | +11.3% |
| 3M | +13.4% | +8.2% | +5.2% | +10.5% |
| 6M | +10.9% | +17.5% | -6.6% | +5.1% |
| YTD | +13.0% | +26.9% | -13.9% | +4.1% |
| 1Y | +12.0% | +31.6% | -19.5% | +2.0% |
| 3Y | +34.1% | +67.0% | -32.9% | +11.4% |
| 5Y | +3.9% | +72.9% | -69.0% | -15.4% |
| All | +785.4% | +367.2% | +418.2% | +482.2% |
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