+820.4%
MSCI vs DTE
+151.0%
+669.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -1.9% | +1.6% | -3.5% | -2.6% |
| 30D | +16.5% | +9.1% | +7.4% | +11.7% |
| 3M | +18.2% | +2.4% | +15.8% | +16.7% |
| 6M | +14.0% | -0.2% | +14.2% | +13.6% |
| YTD | +16.6% | +11.0% | +5.6% | +9.3% |
| 1Y | +14.8% | +3.4% | +11.4% | +11.6% |
| 3Y | +33.3% | +57.1% | -23.8% | +2.6% |
| 5Y | +9.1% | +46.6% | -37.5% | -13.6% |
| 10Y | +820.4% | +151.3% | +669.1% | +443.1% |
| All | +820.4% | +151.0% | +669.3% | +443.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling