-5.9%
DASH vs MSI
+227.2%
-233.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.8% | +7.4% | -10.2% | -7.5% |
| 30D | -9.3% | +18.7% | -28.0% | -19.4% |
| 3M | -15.1% | +14.5% | -29.5% | -22.7% |
| 6M | +8.7% | +38.1% | -29.4% | -13.4% |
| YTD | -21.3% | +38.7% | -60.0% | -39.4% |
| 1Y | -12.7% | +35.4% | -48.1% | -31.6% |
| 3Y | +103.8% | +75.1% | +28.7% | +17.4% |
| 5Y | -16.8% | +126.4% | -143.2% | -65.2% |
| All | -5.9% | +227.2% | -233.1% | -68.5% |
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