+2,791.2%
MSCI vs DTE
+610.1%
+2,181.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +2.7% | +3.4% | -0.8% | +0.8% |
| 30D | +17.4% | +8.9% | +8.5% | +12.0% |
| 3M | +14.8% | +1.1% | +13.8% | +14.0% |
| 6M | +16.1% | +0.1% | +16.0% | +15.5% |
| YTD | +16.0% | +11.1% | +4.9% | +7.8% |
| 1Y | +16.4% | +4.9% | +11.5% | +11.7% |
| 3Y | +35.3% | +58.6% | -23.2% | +0.3% |
| 5Y | +6.6% | +47.3% | -40.6% | -18.5% |
| 10Y | +815.7% | +151.3% | +664.4% | +367.9% |
| All | +2,791.2% | +610.1% | +2,181.1% | +521.5% |
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