+2,417.1%
MSCI vs DRI
+984.9%
+1,432.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -7.1% | +13.0% | -20.1% | -11.4% |
| 6M | +0.8% | +8.3% | -7.5% | -2.8% |
| YTD | +1.0% | +20.6% | -19.6% | -6.6% |
| 1Y | +4.3% | +6.5% | -2.1% | +0.5% |
| 3Y | +9.9% | +53.7% | -43.8% | -9.0% |
| 5Y | -6.8% | +72.7% | -79.4% | -26.5% |
| 10Y | +614.7% | +363.2% | +251.5% | +236.2% |
| All | +2,417.1% | +984.9% | +1,432.2% | +502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling