+631.0%
MSCI vs DTE
+136.5%
+494.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.2% | -0.5% | -0.6% | -1.0% |
| 3M | -8.4% | -6.0% | -2.4% | -5.8% |
| 6M | -1.0% | -7.2% | +6.2% | +1.9% |
| YTD | -2.3% | +7.2% | -9.4% | -6.7% |
| 1Y | -1.2% | +4.1% | -5.2% | -4.4% |
| 3Y | +7.9% | +46.9% | -39.0% | -14.1% |
| 5Y | -10.1% | +32.9% | -43.0% | -25.0% |
| 10Y | +631.0% | +144.5% | +486.5% | +329.8% |
| All | +631.0% | +136.5% | +494.5% | +329.8% |
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