+2,417.1%
MSCI vs DTE
+585.3%
+1,831.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +0.6% | -2.6% | +3.1% | +2.0% |
| 3M | -7.1% | -3.9% | -3.2% | -5.3% |
| 6M | +0.8% | -7.9% | +8.7% | +4.8% |
| YTD | +1.0% | +7.2% | -6.2% | -4.2% |
| 1Y | +4.3% | +3.1% | +1.2% | +1.0% |
| 3Y | +9.9% | +47.6% | -37.6% | -15.2% |
| 5Y | -6.8% | +32.7% | -39.5% | -24.2% |
| 10Y | +614.7% | +138.8% | +475.9% | +275.8% |
| All | +2,417.1% | +585.3% | +1,831.8% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling