+19.0%
MSCI vs DTE
+5.6%
+13.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +5.4% |
| 7D | +11.5% | +4.2% | +7.2% | +11.5% |
| 30D | +22.1% | +10.0% | +12.1% | +22.5% |
| 3M | +18.4% | -2.1% | +20.5% | +17.4% |
| 6M | +16.6% | -4.7% | +21.3% | +15.2% |
| YTD | +18.8% | +9.3% | +9.5% | +20.2% |
| 1Y | +19.0% | +6.6% | +12.4% | +20.9% |
| All | +19.0% | +5.6% | +13.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling