+10.9%
MSCI vs DRI
+16.0%
-5.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +2.8% | +2.8% | 0.0% | +2.4% |
| 30D | +15.4% | +13.3% | +2.2% | +14.2% |
| 3M | +13.4% | +8.2% | +5.2% | +12.1% |
| 6M | +10.9% | +17.5% | -6.6% | +7.8% |
| All | +10.9% | +16.0% | -5.1% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling