+2,715.8%
MSCI vs DRI
+1,041.5%
+1,674.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +2.8% | +2.8% | 0.0% | +1.9% |
| 30D | +15.4% | +13.3% | +2.2% | +10.6% |
| 3M | +13.4% | +8.2% | +5.2% | +10.0% |
| 6M | +10.9% | +17.5% | -6.6% | +4.1% |
| YTD | +13.0% | +26.9% | -13.9% | +2.6% |
| 1Y | +12.0% | +31.6% | -19.5% | +0.3% |
| 3Y | +34.1% | +67.0% | -32.9% | +7.8% |
| 5Y | +3.9% | +72.9% | -69.0% | -18.1% |
| 10Y | +802.0% | +371.3% | +430.7% | +322.4% |
| All | +2,715.8% | +1,041.5% | +1,674.4% | +561.3% |
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