-5.2%
DASH vs MSI
+219.2%
-224.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.2% |
| 7D | +0.4% | +4.7% | -4.3% | -2.9% |
| 30D | -6.0% | +14.8% | -20.8% | -14.7% |
| 3M | -15.8% | +8.8% | -24.6% | -20.8% |
| 6M | +7.0% | +19.3% | -12.3% | -6.3% |
| YTD | -20.7% | +35.3% | -56.0% | -37.9% |
| 1Y | -8.5% | +33.8% | -42.3% | -27.9% |
| 3Y | +101.8% | +74.4% | +27.4% | +15.7% |
| 5Y | -9.6% | +120.5% | -130.1% | -61.6% |
| All | -5.2% | +219.2% | -224.4% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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