+2,806.0%
MSCI vs DRI
+1,054.5%
+1,751.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | +16.5% | +14.7% | +1.8% | +11.1% |
| 3M | +18.2% | +5.4% | +12.8% | +15.7% |
| 6M | +14.0% | +18.8% | -4.9% | +6.6% |
| YTD | +16.6% | +28.4% | -11.8% | +5.4% |
| 1Y | +14.8% | +37.7% | -22.8% | +1.2% |
| 3Y | +33.3% | +68.0% | -34.7% | +6.9% |
| 5Y | +9.1% | +78.8% | -69.7% | -15.0% |
| 10Y | +820.4% | +334.2% | +486.2% | +346.2% |
| All | +2,806.0% | +1,054.5% | +1,751.4% | +579.8% |
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 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